We prove strong and weighted approximations for some newly-defined integrated empirical (IE) processes. Suitable weight functions are incorporated to show the convergence of these processes to their ideal Gaussian processes in the weighted sup-metrics. At first, the approximations were done assuming the processes are constructed from sample with fixed size. Then we derived the approximations from a randomly stopped version of those processes.
Rabou, A. (2005). Weighted Approximations for Some Integrated Empirical Processes. The Egyptian Statistical Journal, 49(1), 19-37. doi: 10.21608/esju.2005.313553
MLA
Abd-Elnasser S.A. Rabou. "Weighted Approximations for Some Integrated Empirical Processes", The Egyptian Statistical Journal, 49, 1, 2005, 19-37. doi: 10.21608/esju.2005.313553
HARVARD
Rabou, A. (2005). 'Weighted Approximations for Some Integrated Empirical Processes', The Egyptian Statistical Journal, 49(1), pp. 19-37. doi: 10.21608/esju.2005.313553
VANCOUVER
Rabou, A. Weighted Approximations for Some Integrated Empirical Processes. The Egyptian Statistical Journal, 2005; 49(1): 19-37. doi: 10.21608/esju.2005.313553
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