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Weak convergence of some randomly indexed empirical processes

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Języki publikacji
EN
Abstrakty
EN
In this paper, we shall be concerned with weak convergence of the randomly indexed versions of the standard and “independence” empirical processes, in the general framework of stochastic processes indexed by classes of functions and without any distributional assumption. We obtain, in the limit, some generalizations of well-known Gaussian fields such that those arising with a deterministic index are embedded as a special case.
Rocznik
Strony
333--342
Opis fizyczny
Biblogr. 14 poz.
Twórcy
autor
  • Dipartimento di Statistica, Probabilità e Statistiche Applicate, Università di Roma “La Sapienza”, Piazzale Aldo Moro 5, 00185 Roma (Italy)
Bibliografia
  • [1] L. Beghin, On the maximum of some conditional and integrated Gaussian fields, Technical Reports Dip. Statistica, Probabilita, Stat. Appl. 12, Univ. di Roma “La Sapienza” 2001, submitted for publication.
  • [2] L. Beghin and Ya. Yu. Nikitin, Approximate asymptotic Bahadur efficiency of independence tests when the sample size is random, J. Italian Statistical Society 8 (1) (1999), pp. 1-23.
  • [3] L. Beghin and E. Orsingher, On the maximum of the generalized Brownian bridge, Lithuanian Math. J. 39 (2) (1999), pp. 200-213.
  • [4] P. Billingsley, Convergence of Probability Measures, Wiley, New York 1968.
  • [5] S. Csörgo, On weak convergence of the empirical process with random sample size, Acta Sei. Math. 36 (1974), pp. 14-25.
  • [6] S. Csörgo, Strong approximations of empirical Kac processes, Ann. Inst. Statist Math. 33 (3) (1981), pp. 417-423.
  • [7] R. M. Dudley, Uniform Central Limit Theorems, Cambridge Stud. Adv. Math., New York 1999.
  • [8] B. V. Gnedenko and V. Yu. Korolev, Random Summation: Limit Theorems and Applications, CRC Press, New York 1996.
  • [9] J. Hoffman-Jørgensen, Stochastic Processes in Polish Spaces, Various Publ. Ser. 39, Aarhus Univ., 1991.
  • [10] M. Kac, On deviations between theoretical and empirical distributions, Proc. Nat. Acad. Sci. U.S.A. 35 (1949), pp. 252-257.
  • [11] C. A. Klaassen and J. A. Wellner, Kac empirical processes and the bootstrap, in: Proceedings of the Eight International Conference on Probability in Banach Spaces, M. Hahn and J. Kuelbs (Eds.), 1992, pp. 411-429.
  • [12] Ya. Yu. Nikitin, Limit distributions and comparative asymptotic efficiency of the Kolmogorov-Smirnov statistics with random index, J. Soviet Math. 2 (1981), pp. 1042-1049.
  • [13] A. W. van der Vaart, Asymptotic Statistics, Cambridge University Press, Cambridge 1998.
  • [14] A. W. van der Vaart and J. A. Wellner, Weak Convergence and Empirical Processes, Springer, New York 1996.
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Bibliografia
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bwmeta1.element.baztech-ef5fcdbf-9dd1-4d3a-a974-0ac4e8af7786
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