Estimating a Distribution Function
Beran, Rudolf
Ann. Statist., Tome 5 (1977) no. 1, p. 400-404 / Harvested from Project Euclid
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It is shown that the limiting distribution of any regular estimator of a continuous cdf on [0, 1] can be represented as a convolution of the Brownian bridge process with another distribution on $C\lbrack 0, 1\rbrack$. The result is related to Hajek's representation for limiting distributions of regular parametric estimators.
Publié le : 1977-03-14
Classification:  Distribution function,  regular estimation,  convolution representation,  62G05,  62E20 
@article{1176343806,
     author = {Beran, Rudolf},
     title = {Estimating a Distribution Function},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 400-404},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343806}
}

Beran, Rudolf. Estimating a Distribution Function. Ann. Statist., Tome 5 (1977) no. 1, pp.  400-404. http://gdmltest.u-ga.fr/item/1176343806/