The asymptotic distributions of $L_p$ functionals of weighted uniform quantile and empirical processes are studied. The asymptotic laws obtained are represented in terms of Gaussian and Poisson integrals.
Publié le : 1988-01-14
Classification:
Weak approximations,
Gaussian and Poisson approximations,
central limit and other weak theorems,
Ornstein-Uhlenbeck process,
regularly varying functions,
60F05,
60F25
@article{1176991890,
author = {Csorgo, Miklos and Horvath, Lajos},
title = {On the Distributions of $L\_p$ Norms of Weighted Uniform Empirical and Quantile Processes},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 142-161},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991890}
}
Csorgo, Miklos; Horvath, Lajos. On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes. Ann. Probab., Tome 16 (1988) no. 4, pp. 142-161. http://gdmltest.u-ga.fr/item/1176991890/