Convergence of empirical processes of mixing rv's on \([0,1]\)
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Publication:1221975
DOI10.1214/aos/1176343242zbMath0317.60013OpenAlexW1976397734MaRDI QIDQ1221975
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343242
Related Items (21)
Unnamed Item ⋮ Perturbed empirical distribution functions and quantiles under dependence ⋮ Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions ⋮ Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes ⋮ The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing ⋮ Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions ⋮ Limit theorems for functionals of moving averages ⋮ Distribution of levels in high-dimensional random landscapes ⋮ On the Chernoff-Savage theorem for dependent sequences ⋮ Weak invariance of generalized U-statistics for nonstationary absolutely regular processes ⋮ Bootstrapping weighted empirical processes that do not converge weakly ⋮ Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation ⋮ Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes ⋮ Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence ⋮ Asymptotic results for the empirical process of stationary sequences ⋮ Central Limit Theorems for dependent variables. I ⋮ Bootstrap in Markov-sequences based on estimates of transition density ⋮ Asymptotic Normality of Nearest Neighbor Regression Function Estimates Based on Nonstationary Dependent Observations ⋮ Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes ⋮ On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages ⋮ Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
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