Uniform limit theorem for densities ofL-statistics
โ Scribed by R. Zitikis
- Publisher
- Springer
- Year
- 1991
- Tongue
- English
- Weight
- 497 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0363-1672
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Let {Fn} be a รฟltration, {Xn} an adapted sequence of real random variables, and { n} a predictable sequence of non-negative random variables with 1 ยฟ 0. Set รฟn = n i=1 i and deรฟne the random distribution functions Fn(t) = (1=รฟn) n i=1 i I {X i 6t} and Bn(t) = (1=รฟn) n i=1 i P(Xi 6 t|Fi-1). Under mil
We consider the central limit theorem for the probability density function \(f_{n}(x)\) of the standardized sum of independent and identically distributed random variables with finite variance and regular probability density function. By showing boundedness of different convex functionals along the
The purpose of the paper is to extend the weak asymptotic results for the weighted partial sums of i.i.d, random variables to the weighted partial sums of rank scores. These results then suggest various test procedures for the change point problem. The crucial tools in the proofs are martingale pro