Abstract
The almost sure approximation of von Mises-statistics and U-statistics by appropriate stochastic integrals with respect to Kiefer processes is obtained. In general these integrals are non-Gaussian processes. As applications we get almost sure versions for the estimator of the variance and for the χ2-test of goodness of fit.
Original language | English (US) |
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Pages (from-to) | 139-167 |
Number of pages | 29 |
Journal | Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete |
Volume | 67 |
Issue number | 2 |
DOIs | |
State | Published - Jun 1984 |
All Science Journal Classification (ASJC) codes
- Analysis
- Statistics and Probability
- General Mathematics