Details

Autor(en) / Beteiligte

• Alvarez-Andrade, Sergio
• Bouzebda, Salim
• Lachal, Aimé

Titel

Some asymptotic results for the integrated empirical process with applications to statistical tests

Ist Teil von

• Communications in statistics. Theory and methods, 2017-04, Vol.46 (7), p.3365-3392

Ort / Verlag

Philadelphia: Taylor & Francis

Erscheinungsjahr

2017

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer process. Our arguments are based in part on the Komlós et al. ( 1975 )'s results. Applications include the two-sample testing procedures together with the change-point problems. We also consider the strong approximation of the integrated empirical process when the parameters are estimated. Finally, we study the behavior of the self-intersection local time of the partial-sum process representation of the integrated empirical process.