Abstract
Most of the results of the type to be discussed in the following two sections need facts presented in the first paragraph:
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(i)
Markov and Martingale properties of empirical d.f.’s
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(ii)
Markov and Martingale properties of order statistics
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(iii)
Poisson representations
Results of global type are concerned with boundary crossing probabilities of empirical d.f.’s. These are useful in goodness-of-fit tests. Results of local type measure the oscillation behavior of αn. These may be applied, e.g., in analysing quantiles or in nonparametric density and regression function estimation.
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References (and further reading)
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© 1987 Springer Basel AG
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Gaenssler, P., Stute, W. (1987). Local and global structure of empirical processes. In: Seminar on Empirical Processes. DMV Seminar, vol 9. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-6269-1_2
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DOI: https://doi.org/10.1007/978-3-0348-6269-1_2
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-7643-1921-2
Online ISBN: 978-3-0348-6269-1
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