Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process

DOI10.1080/03610929608831733zbMath0875.62073OpenAlexW2098020399MaRDI QIDQ4337158

John H. J. Einmahl

Publication date: 11 November 1997

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

Full work available at URL: https://research.tilburguniversity.edu/en/publications/e4026f4e-14f7-4c80-9f72-221c68f71bb7

zbMATH Keywords

asymptotic distributionempirical processheavy weights

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items (4)

Optimal detection of weak positive latent dependence between two sequences of multiple tests ⋮ Concentration inequalities and asymptotic results for ratio type empirical processes ⋮ Validation of positive quadrant dependence ⋮ Poisson and Gaussian approximation of weighted local empirical processes

Cites Work

• 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 asymptotic distribution of weighted empirical distribution functions
• Asymptotic tail behavior of uniform multivariate empirical processes
• Unnamed Item

This page was built for publication: Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process