The theory of weighted empirical processes is an important element for (generalized) nonparametric likelihood ratio goodness of fit test. There are few papers to discuss the weighted empirical processes with estimated parameters. This paper is concerned with the approximation distribution of the weighted empirical processes systematically. The results will provide a certain theoretical basis for (generalized) nonparametric likelihood ratio goodness of fit test with estimated parameters.
ZHANG Junjian. , {{custom_author.name_en}}.
The Weighted Empirical Processes with Estimated Parameters. Journal of Systems Science and Mathematical Sciences, 2009, 29(5): 608-616 https://doi.org/10.12341/jssms08399