An almost sure invariance principle for the empirical distribution function of mixing random variables
From MaRDI portal
Publication:4119869
DOI10.1007/BF00538416zbMath0349.60026OpenAlexW1982101201MaRDI QIDQ4119869
Publication date: 1977
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00538416
Related Items (45)
Speed of convergence of classical empirical processes in \(p\)-variation norm ⋮ Some Asymptotic Results of Kernel Density Estimators Under Random Left-Truncation and Dependent Data ⋮ On the asymptotic properties of a kernel type quantile estimator from censored samples ⋮ A note on invariance principles for v. Mises' statistics ⋮ Strong approximation of empirical process with independent but non- identically distributed random variables ⋮ Asymptotic expansion for ISE of kernel density estimators under censored dependent model ⋮ The law of the iterated logarithm for empirical processes under absolute regularity ⋮ INFINITE-SERVER QUEUES WITH BATCH ARRIVALS AND DEPENDENT SERVICE TIMES ⋮ Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators ⋮ Invariance principles for U-statistics and von Mises functionals ⋮ Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series ⋮ Strong approximation results for the empirical process of stationary sequences ⋮ The change-point problem for dependent observations ⋮ A note on strong approximation for quantile processes of strong mixing sequences ⋮ Two-parameter heavy-traffic limits for infinite-server queues with dependent service times ⋮ Test of symmetry based on copula function ⋮ Empirical processes for recurrent and transient random walks in random scenery ⋮ Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds ⋮ On quantile processes for m-dependent Rv's ⋮ \(K\)-sample problem using strong approximations of empirical copula processes ⋮ An empirical process central limit theorem for multidimensional dependent data ⋮ Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables ⋮ Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation ⋮ Uniform strong estimation under \(\alpha\)-mixing, with rates ⋮ On a very weak bernoulli condition† ⋮ Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing ⋮ Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity ⋮ Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions ⋮ Empirical processes of multidimensional systems with multiple mixing properties ⋮ Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data ⋮ The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data ⋮ Strong uniform consistency of kernel density estimators under a censored dependent model ⋮ Almost sure approximation theorems for the multivariate empirical process ⋮ Extensions of some classical methods in change point analysis ⋮ New techniques for empirical processes of dependent data ⋮ The sequential empirical process of a random walk in random scenery ⋮ Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Almost sure invariance principles for the empirical process of lacunary sequences ⋮ \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data ⋮ Empirical distribution function for mixing random variables. application in nonparametric hazard estimation ⋮ Weak convergence of the weighted sequential empirical process of some long-range dependent data ⋮ Invariance principles for sums of Banach space valued random elements and empirical processes ⋮ Invariance principles for partial sum processes and empirical processes indexed by sets ⋮ Some remarks on coupling of dependent random variables
Cites Work
- Unnamed Item
- Unnamed Item
- A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
- Approximation theorems for independent and weakly dependent random vectors
- A note on empirical processes of strong-mixing sequences
- Some Limit Theorems for Random Functions. I
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- A new method to prove strassen type laws of invariance principle. II
- Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes
- The Law of the Iterated Logarithm for Empirical Distribution
- Skorohod embedding of multivariate RV's, and the sample DF
- Some Limit Theorems for Stationary Processes
This page was built for publication: An almost sure invariance principle for the empirical distribution function of mixing random variables
