General asymptotic representations of indexes based on the functional empirical process and the residual functional empirical process and applications

Abstract

The objective of this paper is to establish a general asymptotic representation (GAR) for a wide range of statistics, employing two fundamental processes: the functional empirical process (fep) and the residual functional empirical process introduced by Lo and Sall (2010a, 2010b), denoted as lrfep. The functional empirical process (fep) is defined as follows: Gn(h)=1n Σj=1n \h(Xj)-Eh(Xj)\, [where X, X1, ·s, Xn is a sample from a random d-vectors X of size (n+1) with n≥ 1 and h is a measurable function defined on Rd such that Eh(X)2<+∞]. It is a powerful tool for deriving asymptotic laws. An earlier and simpler version of this paper focused on the application of the (fep) to statistics Jn that can be turned into an asymptotic algebraic expression of empirical functions of the form Jn=Eh(X) + n-1/2 Gn(h) + oP(n-1/2). \ \ \ SGAR However, not all statistics, in particular welfare indexes, conform to this form. In many scenarios, functions of the order statistics X1,n≤, ·s, ≤ Xn,n are involved, resulting in L-statistics. In such cases, the (fep) can still be utilized, but in combination with the related residual functional empirical process introduced by Lo and Sall (2010a, 2010b). This combination leads to general asymptotic representations (GAR) for a wide range of statistical indexes Jn=Eh(X) + n-1/2 (Gn(h) + ∫01 Gn(fs) (s) \ ds + oP(1)), \ \ FGAR

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