scientific article

zbMath0556.60015MaRDI QIDQ3219527

Sompong Dhompongsa

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

strongly mixing sequencesalmost sure approximation of the empirical process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (13)

Asymptotic expansion for ISE of kernel density estimators under censored dependent model ⋮ An empirical central limit theorem for dependent sequences ⋮ Asymptotic properties of Kaplan-Meier estimator for censored dependent data ⋮ Approximating class approach for empirical processes of dependent sequences indexed by functions ⋮ A note on weak convergence of the sequential multivariate empirical process under strong mixing ⋮ Relative error prediction: Strong uniform consistency for censoring time series model ⋮ Uniform strong estimation under \(\alpha\)-mixing, with rates ⋮ Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing ⋮ Survival function and density estimation for truncated dependent data ⋮ Strong uniform consistency of kernel density estimators under a censored dependent model ⋮ Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations ⋮ Almost sure invariance principles for the empirical process of lacunary sequences ⋮ Asymptotic behavior of bandwidth selected by the cross-validation method for local polynomial fitting

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