Weak convergence of the weighted multiparameter empirical process
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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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- Govindarajulu, Z., Le Cam, L., Raghavachari, M. (1967) Generalizations of theorems of Chernoff-Savage on asymptotic normality of nonparametric test statistics. Proc. of Fifth Berkeley Symp. on Math. Statist. and Prob. 609–638, Univ. of Calif. Press.Google Scholar