Pages that link to "Item:Q1215849"
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The following pages link to On the weak convergence of empirical processes in sup-norm metrics (Q1215849):
Displayed 40 items.
- A CLT for weighted time-dependent uniform empirical processes (Q473519) (← links)
- The central limit theorem for weighted empirical processes indexed by sets (Q578731) (← links)
- Weak convergence for weighted empirical processes of dependent sequences (Q674522) (← links)
- Weak convergence of sequences of first passage processes and applications (Q678383) (← links)
- On the central limit theorem in D[0,1] and D([0,1],H) (Q756245) (← links)
- On weighted approximations in \(D[0,1]\) with applications to self-normalized partial sum processes (Q1046770) (← links)
- Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
- On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails (Q1069586) (← links)
- Parameter estimation in smooth empirical processes (Q1088326) (← links)
- On general quantile processes in weighted sup-norm metrics (Q1163291) (← links)
- A invariance principle for progressively truncated likelihood ratio statistics (Q1164361) (← links)
- Empirical processes indexed by smooth functions (Q1167980) (← links)
- Changepoint problems and contiguous alternatives (Q1174907) (← links)
- Rényi-type empirical processes (Q1192007) (← links)
- Asymptotic distributions of tests for dispersive ordering (Q1199860) (← links)
- Empirical U-statistics processes (Q1200626) (← links)
- Weak convergence of empirical and quantile processes in sup-norm metrics via KMT-constructions (Q1257280) (← links)
- The law of the iterated logarithm for empirical processes on Vapnik- Červonenkis classes (Q1263867) (← links)
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions (Q1269080) (← links)
- Estimation of total time on test transforms for stationary observations (Q1275928) (← links)
- The Chibisov-O'Reilly theorem for empirical processes under contiguous measures (Q1314697) (← links)
- A refined large deviation principle for Brownian motion and its application to boundary crossing (Q1336974) (← links)
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) (Q1580812) (← links)
- The asymptotic distribution of weighted empirical distribution functions (Q1836232) (← links)
- Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
- Weak convergence of the weighted sequential empirical process of some long-range dependent data (Q2339543) (← links)
- Convergence of integrals of uniform empirical and quantile processes (Q2366187) (← links)
- \(L_ p\)-approximations of weighted partial sum processes (Q2366188) (← links)
- Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes (Q2396744) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Concentration inequalities and asymptotic results for ratio type empirical processes (Q2497173) (← links)
- Strong and weak approximations of k-spacings processes (Q3311398) (← links)
- On quantile processes for m-dependent Rv's (Q3787305) (← links)
- Invariance principles for sums of Banach space valued random elements and empirical processes (Q3949739) (← links)
- Asymptotic distributions of weighted pontograms under contiguous alternatives (Q4035894) (← links)
- Changepoint Problems Under Random Censorship (Q4878154) (← links)
- Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes (Q4961778) (← links)
- Asymptotic distributions of weighted compound Poisson bridges (Q5288356) (← links)
- A new approach to tests and confidence bands for distribution functions (Q6046311) (← links)
- Testing for changes in linear models using weighted residuals (Q6074726) (← links)
