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.
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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-pp.ucl.ac.uk/id/eprint/18447 |
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