An invariance principle for the empirical process with random sample size
HTML articles powered by AMS MathViewer
References
- F. J. Anscombe, Large-sample theory of sequential estimation, Proc. Cambridge Philos. Soc. 48 (1952), 600–607. MR 51486, DOI 10.1017/s0305004100076386
- Patrick Billingsley, Convergence of probability measures, John Wiley & Sons, Inc., New York-London-Sydney, 1968. MR 0233396
- Leo Breiman, Probability, Addison-Wesley Publishing Co., Reading, Mass.-London-Don Mills, Ont., 1968. MR 0229267 4. M. Csörgö and S. Csörgö, On weak convergence of randomly selected partial sums (to appear).
- J. Mogyoródi, Limit distributions for sequences of random variables with random indices, Trans. Fourth Prague Conf. on Information Theory, Statistical Decision Functions, Random Processes (Prague, 1965) Academia, Prague, 1967, pp. 463–470. MR 0217846
- Ronald Pyke, The weak convergence of the empirical process with random sample size, Proc. Cambridge Philos. Soc. 64 (1968), 155–160. MR 220337, DOI 10.1017/s0305004100042663
- A. Rényi, On mixing sequences of sets, Acta Math. Acad. Sci. Hungar. 9 (1958), 215–228. MR 98161, DOI 10.1007/BF02023873
Additional Information
- Journal: Bull. Amer. Math. Soc. 76 (1970), 706-710
- MSC (1970): Primary 6030, 6040; Secondary 6270, 6271
- DOI: https://doi.org/10.1090/S0002-9904-1970-12512-5
- MathSciNet review: 0258097