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Weak convergence of the weighted multiparameter empirical process

  • Ludger Rüschendorf
Conference paper
  • 345 Downloads
Part of the Lecture Notes in Mathematics book series (LNM, volume 821)

Abstract

By means of the Poisson type representation of multivariate empirical processes and using a generalization of the Birnbaum Marshall inequality it is shown that the empirical process converges in distribution even when it is weighted by some unbounded weighting functions.

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References

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Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • Ludger Rüschendorf
    • 1
  1. 1.Institut für Statistik und Wirtschaftsmathematik, TH-AachenAachenGermany

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