THE LIMIT DISTRIBUTION OF THE CONCAVE MAJORANT OF AN EMPIRICAL DISTRIBUTION DISTRIBUTION FUNCTION

被引：11

作者：

WANG, YZ ^{[1
]}

机构：

[1] UNIV MISSOURI,DEPT STAT,COLUMBIA,MO 65211

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 20卷 / 01期

关键词：

LEAST CONCAVE MAJORANT; GREATEST CONVEX MINORANT; STRONG APPROXIMATION; BROWNIIAN MOTION;

D O I：

10.1016/0167-7152(94)90238-0

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：

The limit distribution of the difference between the empirical distribution and its least concave majorant at a fixed point is derived.

引用

页码：81 / 84

页数：4

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