A CLT for weighted time-dependent uniform empirical processes
Probability
2014-12-30 v1
Abstract
For a uniform process (by which is uniformly distributed on for ) and a function on , we give a sufficient condition for the weak convergence of the empirical process based on in . When specializing to and assuming strict monotonicity on the marginal distribution functions of the input process, we recover a result of Kuelbs, Kurtz, and Zinn (2013). In the last section, we give an example of the main theorem.
Cite
@article{arxiv.1412.8162,
title = {A CLT for weighted time-dependent uniform empirical processes},
author = {Yuping Yang},
journal= {arXiv preprint arXiv:1412.8162},
year = {2014}
}