Local Limit Theorem for the Supremum of an Empirical Process for I.I.D. Random Variables |
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| Authors: | J-Ch Breton Y Davydov |
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| Institution: | (1) Laboratoire de Mathematiques et Applications, Universite de La Rochelle, Avenue Michel Cr'epeau, 17042 La Rochelle cedex, France;(2) Laboratoire de Mathematiques Paul Painleve, Universite Lille I, 59655 Villeneuve d'Acsq cedex, France |
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| Abstract: | In this paper, we establish the convergence in total-variation norm of the law of the supremum of an empirical process constructed
from a sequence of i.i.d. random variables to the law of the supremum of a (generalized) Brownian bridge.
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Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 4, pp. 457–478, October–December, 2005. |
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| Keywords: | convergence in variation empirical process local limit theorem |
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