The asymptotic distribution of weighted empirical distribution functions

David M. Mason

Stochastic Processes and their Applications, 1983, vol. 15, issue 1, 99-109

Abstract: Let Gn denote the empirical distribution based on n independent uniform (0, 1) random variables. The asymptotic distribution of the supremum of weighted discrepancies between Gn(u) and u of the forms ||wv(u)Dn(u)|| and ||wv(Gn(u))Dn(u)||, where Dn(u) = Gn(u)-u, wv(u) = (u(1-u))-1+v and 0 [less-than-or-equals, slant] v

Date: 1983
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(83)90024-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:15:y:1983:i:1:p:99-109

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().