On some limit laws for perturbed empirical distribution functions

In this note, we establish the convergence properties for a broad class of random variables of the form Sn = [integral operator]Fn(Tn - s)[nu]n(ds) where Tn is some random variable, Fn is an empirical distribution function based on an independent sample of size n, and [nu]n is some measure.

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Year of publication:	1994
Authors:	Denker, Manfred ; Puri, Madan L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 21.1994, 4, p. 317-321
Publisher:	Elsevier
Keywords:	Asymptotic normality Perturbed empirical distribution functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313900