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Weak convergence of the weighted multiparameter empirical process

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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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© 1980 Springer-Verlag

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Rüschendorf, L. (1980). Weak convergence of the weighted multiparameter empirical process. In: Raoult, JP. (eds) Statistique non Paramétrique Asymptotique. Lecture Notes in Mathematics, vol 821. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0097425

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  • DOI: https://doi.org/10.1007/BFb0097425

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10239-7

  • Online ISBN: 978-3-540-38318-5

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