On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
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Publication:790516
DOI10.1016/0047-259X(84)90008-3zbMath0534.60021MaRDI QIDQ790516
Madan Lal Puri, Stefan S. Ralescu
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
invariance principle; law of iterated logarithm; empirical distribution function; Berry-Esséen rates; Gâteaux-differential
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
Related Items
Empirical process of long-range dependent sequences when parameters are estimated, Central limit theorem for perturbed empirical distribution functions evaluated at a random point, Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables, The asymptotic law of the local oscillation modulus of the empirical process
Cites Work
- Approximation Theorems of Mathematical Statistics
- Tests for symmetry
- Some Comments on the Asymptotic Probability Laws of Sample Quantiles
- The Sample Mean Among the Moderate Order Statistics
- A Note on Quantiles in Large Samples
- On Bahadur's Representation of Sample Quantiles
- On the Sign Test for Symmetry
- A New Proof of the Bahadur Representation of Quantiles and an Application
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