Weighted Approximations for Some Integrated Empirical Processes | ||||
The Egyptian Statistical Journal | ||||
Article 2, Volume 49, Issue 1, June 2005, Page 19-37 | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.2005.313553 | ||||
View on SCiNiTO | ||||
Abstract | ||||
We prove strong and weighted approximations for some newly-defined integrated empirical (IE) processes. Suitable weight functions are incorporated to show the convergence of these processes to their ideal Gaussian processes in the weighted sup-metrics. At first, the approximations were done assuming the processes are constructed from sample with fixed size. Then we derived the approximations from a randomly stopped version of those processes. | ||||
Keywords | ||||
Integrated Empirical Function; Asymptotic Theory; Strong Approximations; Gaussian Processes; Weighted Sup; Norm; Tied; Down Processes; Randomly Stopped Processes | ||||
Statistics Article View: 20 |
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