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January, 1988 On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes
Miklos Csorgo, Lajos Horvath
Ann. Probab. 16(1): 142-161 (January, 1988). DOI: 10.1214/aop/1176991890

Abstract

The asymptotic distributions of $L_p$ functionals of weighted uniform quantile and empirical processes are studied. The asymptotic laws obtained are represented in terms of Gaussian and Poisson integrals.

Citation

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Miklos Csorgo. Lajos Horvath. "On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes." Ann. Probab. 16 (1) 142 - 161, January, 1988. https://doi.org/10.1214/aop/1176991890

Information

Published: January, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0646.62015
MathSciNet: MR920260
Digital Object Identifier: 10.1214/aop/1176991890

Subjects:
Primary: 60F05
Secondary: 60F25

Keywords: central limit and other weak theorems , Gaussian and Poisson approximations , Ornstein-Uhlenbeck process , regularly varying functions , Weak approximations

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 1 • January, 1988
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