Asymptotic Properties of Random Weighted Empirical Distribution Function

DOI10.1080/03610926.2013.768669zbMath1328.62086OpenAlexW2027838277MaRDI QIDQ3458124

Shesheng Gao, Chengfan Gu, Gaoge Hu, Yongmin Zhong

Publication date: 8 December 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.768669

zbMATH Keywords

central limit theoremrandom weighting methodempirical distribution functionGlivenko-Cantelli theorem

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 (3)

Random weighting-based quantile estimation via importance resampling ⋮ Random weighting estimation of sampling distributions via importance resampling ⋮ Adaptively random weighted cubature Kalman filter for nonlinear systems

Cites Work

• The random weighting estimate of quantile process
• Random weighting estimation of kernel density
• Random weighting, asymptotic counting, and inverse isoperimetry
• Law of large numbers for sample mean of random weighting estimate.
• Approximation by random weighting method for M-test in linear models
• Approximation to the distribution of LAD estimators for censored regression by random weighting method
• \(L_1\)-norm estimation and random weighting method in a semiparametric model
• Random Weighting Estimation for Quantile Processes and Negatively Associated Samples
• Approximation Theorems of Mathematical Statistics
• Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives

This page was built for publication: Asymptotic Properties of Random Weighted Empirical Distribution Function