Empirical processes indexed by smooth functions

In this paper we derive a general invariance principle for empirical processes indexed by smooth functions. The method is applied to prove bounds for the convergence of the empirical distributions which might be useful to verify asymptotic normality of smooth statistical functionals. As one further application we get the convergence of the so-called empirical characteristic function process.

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Year of publication:	1983
Authors:	Stute, Winfried
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 14.1983, 1, p. 55-66
Publisher:	Elsevier
Keywords:	Empirical processes distances of probability measures empirical characteristic function invariance principle smooth statistical functionals

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

Persistent link: https://www.econbiz.de/10008873710