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Weak convergence of the sample distribution function when parameters are estimated

Durbin, J.; (1973) Weak convergence of the sample distribution function when parameters are estimated. The Annals of Statistics , 1 (2) pp. 279-290. 10.1214/aos/1176342365. Green open access

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Abstract

The weak convergence of the sample df is studied under a given sequence of alternative hypotheses when parameters are estimated from the data. For a general class of estimators it is shown that the sample df, when normalised, converges weakly to a specified normal process. The results are specialised to the case of efficient estimation.

Type: Article
Title: Weak convergence of the sample distribution function when parameters are estimated
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/aos/1176342365
Publisher version: http://dx.doi.org/10.1214/aos/1176342365
Language: English
UCL classification: UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics
URI: https://discovery.ucl.ac.uk/id/eprint/18447
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