On the number of crossings of empirical distribution functions

DOI10.1214/aop/1176992444zbMath0593.60047OpenAlexW2057792336MaRDI QIDQ1076417

Vijayan N. Nair, Michael J. Klass, Lawrence A. Shepp

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aop/1176992444

zbMATH Keywords

asymptotic distributionWiener-Hopf techniqueempirical distributionboundary crossing probabilityrenewal-theoretic arguments

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sample path properties (60G17)

Related Items (4)

Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study ⋮ Convergence to the mean field game limit: a case study ⋮ Level crossings of the empirical process ⋮ Hitting straight lines by compound Poisson process paths

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