A note on weak convergence of mean residual life of stationary mixing random variables

DOI10.1016/0304-4149(83)90072-8zbMath0495.62045OpenAlexW1978836300MaRDI QIDQ1169776

Ibrahim A. Ahmad

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90072-8

zbMATH Keywords

weak convergencecovariance functionGaussian processmean residual lifeempirical distributionuniform mixingstrictly stationary strongly mixing sequence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10)

Related Items

Nonparametric estimation of the expected duration of old age ⋮ On the normal approximation of an estimate of the mean residual life of a multicomponent system

Cites Work

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• Estimation of a biometric function
• Note on multidimensional empirical processes for \(\Phi\)-mixing random vectors
• Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Some Limit Theorems for Stationary Processes