CONVERGENCE OF WEIGHTED U-EMPIRICAL PROCESSES

  • Park, Hyo-Il (Department of Statistics, Cheongju University) ;
  • Na, Jong-Hwa (Department of Information and Statistics and Institute for Basic Science Research, Chungbuk National University)
  • Published : 2004.12.01

Abstract

In this paper, we define the weighted U-empirical process for simple linear model and show the weak convergence to a Gaussian process under some conditions. Then we illustrate the usage of our result with examples. In the appendix, we derive the variance of the weighted U-empirical distribution function.

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