Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems

From MaRDI portal
Publication:5811564

DOI10.1214/aoms/1177729445zbMath0046.35103OpenAlexW2010731048WikidataQ56907077 ScholiaQ56907077MaRDI QIDQ5811564

M. D. Donsker

Publication date: 1952

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177729445




Related Items

Strong approximation of quantile processes by iterated Kiefer processes.Speed of convergence of classical empirical processes in \(p\)-variation normOn the Hungarian inventory control modelCentral limit theorems for stochastic processes under random entropy conditionsWeak convergence results for the Kakutani interval splitting procedure.Statistical approach for parameter identification by Turing patternsA cramer-von mises type goodness-of-fit test with asymmetric weight function. the gaussian and exponential casesThe stochastic convergence of Bernstein polynomial estimators in a triangular arrayJoint approximation of processes based on spacings and order statisticsThe MRL function inference through empirical likelihood in length-biased samplingA new encoding of coalescent processes: applications to the additive and multiplicative casesLimit theorems for sampling from finite populationsAn empirical central limit theorem for dependent sequencesNonparametric Bayes estimation of gap-time distribution with recurrent event dataA note on the asymptotic properties of the product-limit estimator on the whole lineApproximation of Kolmogorov–Smirnov test statisticPartial sum processes and continued fractionsTransformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5338562 �ber die Differenz zwischen theoretischer und empirischer Verteilungsfunktion] ⋮ Local Dvoretzky-Kiefer-Wolfowitz confidence bandsThe power of online thinning in reducing discrepancyApproximating class approach for empirical processes of dependent sequences indexed by functionsKMT‐type inequalities and goodness‐of‐fit testsA random walk through Canadian contributions on empirical processes and their applications in probability and statisticsA Bayesian Approach to Modeling Biological Pattern Formation with Limited DataRandomized empirical processes and confidence bands via virtual resamplingOne more approach to the convergence of the empirical process to the Brownian bridgeData based quantification of synchronizationOn the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimationLarge time behaviors of upwind schemes and $B$-schemes for Fokker-Planck equations on $\mathbb {R}$ by jump processesA Rate of Convergence for the Von Mises StatisticSample distribution function based goodness-of-fit test for complex surveysDistribution of correlated spiking events in a population-based approach for integrate-and-fire networksCramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributionsA functional central limit theorem for empirical processes under a strong mixing conditionMinimum distance estimation in normed linear spaces with Donsker-classesTotal progeny in killed branching random walkWeak approximations for quantile processes of stationary sequencesAn empirical process central limit theorem for multidimensional dependent dataProbability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parametersOn the Convergence of Sequences of Stochastic ProcessesKomlós-Major-Tusnády approximation under dependenceOptimal Gaussian Approximation For Multiple Time SeriesA CLT for weighted time-dependent uniform empirical processesOn strong causal binomial approximation for stochastic processesInterplay of analysis and probability in applied mathematics. Abstracts from the workshop held February 11--17, 2018Nonparametric predictive distributions based on conformal predictionConvergence of stochastic processesBiomarker evaluation and comparison using the controls as a reference populationTwo hyperfinite constructions of the brownian bridgeUnnamed ItemQUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUNDTest statistics for prospect and Markowitz stochastic dominances with applicationsUnnamed ItemThe lineage process in Galton-Watson trees and globally centered discrete snakesEmpirical processes of multidimensional systems with multiple mixing propertiesAsymptotic distribution and simultaneous confidence bands for ratios of quantile functionsEin verallgemeinertes Spiegelungsprinzip für den Proze\ der Brownschen BewegungThe point process approach for fractionally differentiated random walks under heavy trafficThe number of optimal matchings for Euclidean assignment on the lineStochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and ChinaThe asymptotic distribution of the one-sided kolmogorov-smirnov statistic for truncated dataA nonparametric test of serial independence for time series and residualsKolmogorov–Smirnov, Fluctuation, and ZgTests for Convergence of Markov Chain Monte Carlo DrawsOn empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testingThe exact distribution of the one-sample Kolmogorov statisticEmpirical likelihood estimators for the error distribution in nonparametric regression modelsNew techniques for empirical processes of dependent dataThe sequential empirical process of a random walk in random sceneryOn the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experimentsOn the invariance principle for sums of independent identically distributed random variablesA survey on distribution-free statistics based on distances between distribution functionsAsymptotic results for the empirical process of stationary sequencesUnnamed ItemOn exact probabilities of some generalized Kolmogorov's \(D\)-statisticsA counterexample to a conjecture concerning the Hall-Wellner bandOn the discrepancy of random subsequences of $\{n\alpha\}$ IIOn the theory of order statisticsThe significance probability of the Smirnov two-sample testEmpirical process theory for locally stationary processesEmpirical distribution function under heteroscedasticityOn the Deviations of the Empiric Distribution Function of Vector Chance VariablesContributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)A Fourth Moment Inequality for Functionals of Stationary ProcessesSome results on the generalized Brownian bridgeOn the existence and the Hölder regularity of the local time of the Brownian bridgeThe accuracy of strong Gaussian approximation for sums of independent random vectorsOn the asymptotic power of the two-sided Kolmogorov-Smirnov testBernstein-von Mises theorem for the Pitman-Yor process of nonnegative typeThe Chibisov-O'Reilly theorem for empirical processes under contiguous measuresProof techniques in quasi-Monte Carlo theoryRate of convergence in the central limit theorem for empirical processesL p-discrepancy and statistical independence of sequences