Limiting Behavior of the Extremum of Certain Sample Functions
Sen, P. K. ; Bhattacharyya, B. B. ; Suh, M. W.
Ann. Statist., Tome 1 (1973) no. 2, p. 297-311 / Harvested from Project Euclid
For a sequence of random variables forming an $m$-dependent stochastic process (not necessarily stationary), asymptotic distribution and other convergence properties of the extremum of certain functions of the empirical distribution are studied. In this context, it is shown that the asymptotic probability of the classical Kolmogorov-Smirnov statistic exceeding any positive real number provides an upper bound for the corresponding probability when the underlying random variables are not necessarily identically distributed. The theory is specifically applied to the study of the limiting distribution, strong convergence and convergence of the first moment of the strength of a bundle of parallel filaments (which is shown to be the extremum of a function of the empirical distribution).
Publié le : 1973-03-14
Classification: 
@article{1176342367,
     author = {Sen, P. K. and Bhattacharyya, B. B. and Suh, M. W.},
     title = {Limiting Behavior of the Extremum of Certain Sample Functions},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 297-311},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342367}
}
Sen, P. K.; Bhattacharyya, B. B.; Suh, M. W. Limiting Behavior of the Extremum of Certain Sample Functions. Ann. Statist., Tome 1 (1973) no. 2, pp.  297-311. http://gdmltest.u-ga.fr/item/1176342367/