scholarly journals An invariance principle for the empirical process with random sample size

1970 ◽  
Vol 76 (4) ◽  
pp. 706-711 ◽  
Author(s):  
M. Csörgö ◽  
S. Csörgö
1973 ◽  
Vol 73 (1) ◽  
pp. 139-144 ◽  
Author(s):  
Pranab Kumar Sen

AbstractBy the use of a semi-martingale property of the Kolmogorov supremum, the results of Pyke (6) on the weak convergence of the empirical process with random sample size are simplified and extended to the case of p(≥1)-dimensional stochastic vectors.


1976 ◽  
Vol 157 (2) ◽  
pp. 142-146 ◽  
Author(s):  
E. Sprenger ◽  
M. Schaden ◽  
D. Wagner ◽  
W. Sandritter

1998 ◽  
Vol 30 (03) ◽  
pp. 777-806 ◽  
Author(s):  
Dmitrii S. Silvestrov ◽  
Jozef L. Teugels

This paper is devoted to the investigation of limit theorems for extremes with random sample size under general dependence-independence conditions for samples and random sample size indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems for extremal processes with random sample size indexes.


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