Estimating a Distribution Function
Rudolf Beran
Source: Ann. Statist. Volume 5, Number 2
(1977), 400-404.
Abstract
It is shown that the limiting distribution of any regular estimator of a continuous cdf on [0, 1] can be represented as a convolution of the Brownian bridge process with another distribution on $C\lbrack 0, 1\rbrack$. The result is related to Hajek's representation for limiting distributions of regular parametric estimators.
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Permanent link to this document: http://projecteuclid.org/euclid.aos/1176343806
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aos/1176343806
Mathematical Reviews number (MathSciNet): MR445701
Zentralblatt MATH identifier: 0379.62024
