SUP-NORM CONVERGENCE OF THE EMPIRICAL PROCESS INDEXED
BY FUNCTIONS AND APPLICATIONS
David M. Mason
Abstract: A new approximation of the uniform empirical and quantile processes results in a
weak invariance principle indexed by functions for the general empirical process.
Consequences of this result are weak convergence of empirical moment generating, Hall,
moment and generalized mean processes.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -