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CONVERGENCE OF WEIGHTED U-EMPIRICAL PROCESSES

Park, Hyo-Il (Department of Statistics, Cheongju University)
Na, Jong-Hwa (Department of Information and Statistics and Institute for Basic Science Research, Chungbuk National University)

Publication Information

Journal of the Korean Statistical Society / v.33, no.4, 2004 , pp. 353-365 More about this Journal

Abstract

In this paper, we define the weighted U-empirical process for simple linear model and show the weak convergence to a Gaussian process under some conditions. Then we illustrate the usage of our result with examples. In the appendix, we derive the variance of the weighted U-empirical distribution function.

Keywords

Method of projection; weak convergence; weighted U-empirical distribution function; weighted U-empirical process;

Citations & Related Records

Reference

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