The Weighted Empirical Processes with Estimated Parameters
含估计参数的加权经验过程

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.