Weak Convergence of Empirical Processes of Dependent Random Vectors Under Logarithmic Mixing Rates
From MaRDI portal
Publication:4032379
DOI10.1177/0008068319920109zbMATH Open0779.60022OpenAlexW2516248844MaRDI QIDQ4032379FDOQ4032379
Authors: Chandrakant M. Deo
Publication date: 1 April 1993
Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/0008068319920109
Recommendations
- scientific article; zbMATH DE number 4064153
- A note on weak convergence of the sequential multivariate empirical process under strong mixing
- scientific article; zbMATH DE number 147165
- scientific article; zbMATH DE number 851545
- Weak convergence of empirical processes on sequences of stationary random variables
Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
Cited In (8)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing
- Title not available (Why is that?)
- Weak convergence of empirical processes on sequences of stationary random variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
This page was built for publication: Weak Convergence of Empirical Processes of Dependent Random Vectors Under Logarithmic Mixing Rates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4032379)