The empirical process in Mallows distance , with application to goodness - of - fit tests
نویسنده
چکیده
Let F be a distribution function which is supported on an interval and possesses a smooth density, and let F̂n denote the empirical distribution of a random sample of size n from F . We study the asymptotics of the Mallows distance between F̂n and F . Four different types of limiting result are identified, depending on the tail behaviour of a two-sided hazard function, and examples of each type are given. We discuss applications to goodness-of-fit testing for location-scale and scale families. Running Title: Empirical process in Mallows distance
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