Poisson convergence for set-indexed empirical processes

B. Gail Ivanoff and Ely Merzbach

Statistics & Probability Letters, 1997, vol. 32, issue 1, 81-86

Abstract: A compensator associated with a set-indexed single jump process is computed. This leads to a direct construction of a compensator associated with a set-indexed empirical process, where a family of i.i.d. random variables is given in a Euclidean space. It is then shown that if the distribution function is differentiable at the origin, the suitably resealed empirical process converges to a spatial Poisson process.

Keywords: Single; jump; process; Empirical; process; Strong; martingale; Compensator; Poisson; process (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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