The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincaré-type or logarithmic Sobolev inequalities. The general concentration results are then ...

We derive limit theorems for the empirical distribution function of "devolatilized" increments of an Ito semimartingale observed at high frequencies. These "devolatilized" increments are formed by ...

The empirical distribution function of a sample, F n (y), is the proportion of observations less than or equal to y. where n is the number of observations, and is an indicator function with value 1 if ...

SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...