Empirical processes with estimated parameters under auxiliary information
نویسندگان
چکیده
منابع مشابه
Empirical processes indexed by estimated functions
We consider the convergence of empirical processes indexed by functions that depend on an estimated parameter η and give several alternative conditions under which the “estimated parameter” ηn can be replaced by its natural limit η0 uniformly in some other indexing set Θ. In particular we reconsider some examples treated by Ghoudi and Remillard [Asymptotic Methods in Probability and Statistics ...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2006
ISSN: 0377-0427
DOI: 10.1016/j.cam.2005.03.070