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
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
收藏
页码:81 / 84
页数:4
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