The asymptotic distribution of weighted empirical distribution functions

DOI10.1016/0304-4149(83)90024-8zbMath0504.62021OpenAlexW1992612414MaRDI QIDQ1836232

David M. Mason

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90024-8

zbMATH Keywords

goodness-of-fit testsuniform order statisticsweighted empirical distribution functions

Mathematics Subject Classification ID

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

Related Items (13)

On the tail behaviour of quantile processes ⋮ Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics ⋮ Weighted empirical spacings processes ⋮ One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests ⋮ Optimal rates of convergence in the Weibull model based on kernel-type estimators ⋮ Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process ⋮ A family of test statistics for DMRL (IMRL) alternatives ⋮ Inequalities for quantile functions with a uniform studentized clt that includes trimming ⋮ Rényi-type empirical processes ⋮ Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels ⋮ Poisson and Gaussian approximation of weighted local empirical processes ⋮ Convergence rates of least squares regression estimators with heavy-tailed errors ⋮ On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails

Cites Work

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• Bounds for weighted empirical distribution functions
• On the weak convergence of empirical processes in sup-norm metrics
• Distributions related to linear bounds for the empirical distribution function
• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
• The asymptotic distribution of the suprema of the standardized empirical processes
• The Supremum and Infimum of the Poisson Process
• Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• Functions of Order Statistics

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