Article ID Journal Published Year Pages File Type
1153457 Statistics & Probability Letters 2009 8 Pages PDF
Abstract
This paper deals with weak convergence of multiple integrals with respect to the empirical process. A stochastic integral with respect to the Brownian bridge is introduced to express the limit in a unified way for the degenerate and non-degenerate cases.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Central limit theorem for multiple integrals with respect to the empirical process
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