No label defined (Q3840796)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1188130
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 1188130 |
Statements
13 August 1998
0 references
weakly dependent random variables
0 references
moment inequalities
0 references
Kolmogorov-Smirnov statistics
0 references
0.9306652
0 references
0.92708516
0 references
0.92708516
0 references
0.9240231
0 references
Let \(\{X_i\mid i\in Z\}\) be a strongly stationary sequence of weakly dependent random variables. Conditions for weak convergence of \(Y_n(t)=n^{1/2}[F_n(t)-t]\), where \[ F_n(t)={1\over n}\sum_{i\leq n}I\left(F(X_i)\leq t\right), \quad 0\leq t\leq 1, \] to the Gauss random function \(Y(t), 0\leq t\leq 1\), are investigated and probability inequality for Kolmogorov-Smirnov statistics is obtained. The moment inequalities are essentially used.
0 references
