ON ASYMPTOTIC DISTRIBUTION OF ESTIMATED EMPIRICAL PROCESSES IN TRUNCATED DISTRIBUTION FAMILIES
关于截断型分布族中估计的经验过程的渐近分布的进一步研究

This paper constructs three classes of estimated.empirical processes for three kinds oftruncated distribution families respectively,proves that these estimated empirical processes con-verge to the Brownian Bridge in distribution,and gives convergence rates of the differencesbetween the estimatd empirical processes and empirical processes to be estimated.The resultof Durbin is improved in some way.