The Asymptotic Distribution of the Suprema of the Standardized Empirical Processes
标准化经验过程上确界的渐近分布
The supremum of the empirical distribution function $F_n$ centered at its expectation $F$ and standardized by division by its standard deviation has recently been shown by Jaeschke to have asymptotically an extreme-value distribution after a second location and scale transformation depending only on the sample size $n$. In this paper the studentized form of the above statistic, obtained by division by the estimated standard deviation, is shown to have the same large sample…