๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Uniform limit theorem for densities ofL-statistics

โœ 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.


๐Ÿ“œ SIMILAR VOLUMES


A uniform limit theorem for predictive d
โœ Patrizia Berti; Pietro Rigo ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 121 KB

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

A Strengthened Central Limit Theorem for
โœ P.L. Lions; G. Toscani ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 548 KB

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

Limit theorems for rank statistics
โœ M. Huลกkovรก ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 363 KB

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