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An approximate procedure for fitting observations with unknown weights

✍ Scribed by O. V. Shalaevskii

Publisher
Springer US
Year
1986
Tongue
English
Weight
211 KB
Volume
34
Category
Article
ISSN
1573-8795

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Let ΓΏn(t) denote the weighted (smooth) bootstrap process of an empirical process. We show that the order of the best Gaussian approximation for ΓΏn(t) is n -1=2 log n and we construct a sequence of approximating Brownian bridges achieving this rate. We also obtain an approximation for ΓΏn(t) using a s