On the empirical process of multivariate, dependent random variables (Q1211771): Difference between revisions

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-Ludger Rüschendorf
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+Ludger Rüschendorf
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+MaRDI publication profile
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+Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+Distances of Probability Measures and Random Variables
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+On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
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+Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
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+Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
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+A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
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+Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes
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+Convergence of reduced empirical and quantile processes with application to functions of order statistics in the non-I.I.D. case
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