Extension to higher dimensions of the jaeschke-eicker result on the standardized empirical process
From MaRDI portal
Publication:4337158
DOI10.1080/03610929608831733zbMath0875.62073OpenAlexW2098020399MaRDI QIDQ4337158
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
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
