Poisson and Gaussian approximation of weighted local empirical processes

J.H.J. Einmahl

    Onderzoeksoutput: Boek/rapportRapportAcademic

    251 Downloads (Pure)


    We consider the local empirical process indexed by sets, a greatly generalized version of the well-studied uniform tail empirical process. We show that the weak limit of weighted versions of this process is Poisson under certain conditions, whereas it is Gaussian in other situations. Our main theorems provide a unified approach to a number of asymptotic distributional results for weighted empirical processes, which up to now appeared to be isolated facts. Our results are likely to have applications in local statistical procedures, e.g., in the study of multivariate extreme values.
    Originele taal-2Engels
    Plaats van productieEindhoven
    UitgeverijTechnische Universiteit Eindhoven
    Aantal pagina's29
    StatusGepubliceerd - 1995

    Publicatie series

    NaamMemorandum COSOR
    ISSN van geprinte versie0926-4493


    Duik in de onderzoeksthema's van 'Poisson and Gaussian approximation of weighted local empirical processes'. Samen vormen ze een unieke vingerafdruk.

    Citeer dit