The Chibisov-O'Reilly theorem for empirical processes under contiguous measures
The author proves that the weak convergence of weighted empirical processes of i.i.d. random variables for the optimal class of weight functions as proven by \textit{M. Csörgő}, \textit{S. Csörgő}, \textit{L. Horváth} and \textit{D. M. Mason} [Ann. Probab. 14, 31-85 (1986; Zbl 0589.60029)] continues to hold under contiguous measures for the same class of weight functions.
scientific article; zbMATH DE number 503662
scientific article