Central limit theorem for perturbed empirical distribution functions evaluated at a random point

Let be an estimator obtained by integrating a kernel type density estimator based on a random sample of size n from a (smooth) distribution function F. Sufficient conditions are given for the central limit theorem to hold for the target statistic where {Un} is a sequence of U-statistics.

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Year of publication:	1986
Authors:	Puri, Madan L. ; Ralescu, Stefan S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 19.1986, 2, p. 273-279
Publisher:	Elsevier
Keywords:	perturbed empirical distribution functions U-statistics central limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152902