The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$

DOI10.1051/ps:2007009zbMath1184.60008MaRDI QIDQ5429594

Florence Merlevède, Jérôme Dedecker

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__102_0

zbMATH Keywords

empirical process; weak dependence; expanding maps; deviation inequalities; Cramér-von Mises statistics

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60F10: Large deviations

Related Items

Conjugate processes: theory and application to risk forecasting, An empirical central limit theorem in L\(^1\) for stationary sequences, A compact LIL for martingales in \(2\)-smooth Banach spaces with applications, Concentration inequalities for sequential dynamical systems of the unit interval

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