Weak convergence of the sample distribution function when parameters are estimated
AbstractThe 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.
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Bibliographic InfoPaper provided by University College London in its series Open Access publications from University College London with number http://discovery.ucl.ac.uk/18447/.
Date of creation: Mar 1973
Date of revision:
Publication status: Published in The Annals of Statistics (1973-03) v.1, p.279-290
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Web page: http://www.ucl.ac.uk
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