Asymptotic properties of perturbed empirical distribution functions evaluated at a random point

DOI10.1016/0378-3758(88)90073-0zbMath0641.62013OpenAlexW2033532046MaRDI QIDQ1100824

Cheun-Der Lea, Madan Lal Puri

Publication date: 1988

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(88)90073-0

zbMATH Keywords

invariance principleU-statisticslaw of iterated logarithmalmost sure representationperturbed empirical distribution function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (8)

Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles ⋮ Berry-Esséen rate in asymptotic normality for perturbed sample quantiles ⋮ Law of the iterated logarithm for perturbed empirical distribution functions evaluated at a random point for nonstationary random variables ⋮ Perturbed empirical distribution functions and quantiles under dependence ⋮ Asymptotic properties of linear functions of order statistics ⋮ Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing ⋮ On the smoothed bootstrap ⋮ Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables

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• Estimation of a Probability Density Function and Its Derivatives
• On the Sign Test for Symmetry
• On the Proportion of Observations Above Sample Means in a Bivariate Normal Distribution
• On a Measure of Dependence Between two Random Variables

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