REMARKS ON SOME SMOOTHED EMPIRICAL DISTRIBUTION FUNCTIONS AND PROCESS
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概要
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It is shown that under mild assumptions, a convolution-smoothed empirical process exhibits essentially the same asymptotic properties as the standard empirical process such as : a pointwise law of iterated logarithm, weak convergence to Brownian bridge, and the Chung-Smirnov property. Some remarks of statistical and probabilistic interests are made. A list of open questions is also included.
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