Central limit theorem for perturbed empirical distribution functions evaluated at a random point

Madan L. Puri and Stefan S. Ralescu

Journal of Multivariate Analysis, 1986, vol. 19, issue 2, 273-279

Abstract: Let be an estimator obtained by integrating a kernel type density estimator based on a random sample of size n from a (smooth) distribution function F. Sufficient conditions are given for the central limit theorem to hold for the target statistic where {Un} is a sequence of U-statistics.

Keywords: perturbed; empirical; distribution; functions; U-statistics; central; limit; theorem (search for similar items in EconPapers)
Date: 1986
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