ABSTRACT In this article we prove a central limit theorem for the Lp distance where μ is a weight function and fn is the kernel density estimator proposed by Jones… Click to show full abstract
ABSTRACT In this article we prove a central limit theorem for the Lp distance where μ is a weight function and fn is the kernel density estimator proposed by Jones (1991) for length-biased data. The approach is based on the invariance principle for the empirical processes proved by Horváth (1985). We study the difference In(p) with its approximation in terms of its rates of convergence to zero. We subsequently present a central limit theorem for approximation of In(p).
               
Click one of the above tabs to view related content.