Article contents
On weak convergence of empirical processes for random number of independent stochastic vectors†
Published online by Cambridge University Press: 24 October 2008
Abstract
By the use of a semi-martingale property of the Kolmogorov supremum, the results of Pyke (6) on the weak convergence of the empirical process with random sample size are simplified and extended to the case of p(≥1)-dimensional stochastic vectors.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 73 , Issue 1 , January 1973 , pp. 139 - 144
- Copyright
- Copyright © Cambridge Philosophical Society 1973
References
REFERENCES
- 6
- Cited by