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Chung—Smirnov property for perturbed empirical distribution functions

✍ Scribed by H.J.A. Degenhardt

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
259 KB
Volume
16
Category
Article
ISSN
0167-7152

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Let \(\hat{F}_{n}\) be an estimator obtained by integrating a kernel type density estimator based on a random sample of size \(n\) from smooth distribution function \(F\). A central limit theorem is established for the target statistic \(\hat{F}_{n}\left(U_{n}\right)\) where the underlying random va