Central limit theorem for multiple integrals with respect to the empirical process

被引：1

作者：

Boistard, Helene ^{[1
]}

del Barrio, Eustasio ^{[1
]}

机构：

[1] Univ Valladolid, E-47002 Valladolid, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 02期

关键词：

SYMMETRIC STATISTICS; U-STATISTICS;

D O I：

10.1016/j.spl.2008.07.036

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with weak convergence of multiple integrals with respect to the empirical process. A stochastic integral with respect to the Brownian bridge is introduced to express the limit in a unified way for the degenerate and non-degenerate cases. (c) 2008 Elsevier B.V. All rights reserved.

引用

页码：188 / 195

页数：8

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