On the empirical process of multivariate, dependent random variables

DOI10.1016/0047-259X(74)90025-6zbMath0292.60010OpenAlexW2044201122MaRDI QIDQ1211771

Ludger Rüschendorf

Publication date: 1974

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(74)90025-6

Mathematics Subject Classification ID

Convergence of probability measures (60B10)

Related Items (14)

New two-sample tests based on the integrated empirical copula processes ⋮ A Strong Invariance Theorem of the Tail Empirical Copula Processes ⋮ Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions ⋮ The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing ⋮ Unnamed Item ⋮ Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Test of symmetry based on copula function ⋮ A general approach to the joint asymptotic analysis of statistics from sub-samples ⋮ On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes ⋮ Kac's representation for empirical copula process from an asymptotic viewpoint ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ On testing for independence between the innovations of several time series ⋮ Strong approximation of empirical copula processes by Gaussian processes

Cites Work

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

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