An almost sure invariance principle for the empirical distribution function of mixing random variables

DOI10.1007/BF00538416zbMATH Open0349.60026OpenAlexW1982101201MaRDI QIDQ4119869FDOQ4119869

Authors: Walter Philipp, István Berkes 

Publication date: 1977

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00538416

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Foundations of stochastic processes (60G05)

Cites Work

• Some Limit Theorems for Stationary Processes
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• A note on empirical processes of strong-mixing sequences
• Some Limit Theorems for Random Functions. I
• The Law of the Iterated Logarithm for Empirical Distribution
• Approximation theorems for independent and weakly dependent random vectors
• Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes
• Skorohod embedding of multivariate RV's, and the sample DF
• A new method to prove strassen type laws of invariance principle. II
• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables

Cited In (45)

• Strong approximation of empirical process with independent but non- identically distributed random variables
• Empirical processes of multidimensional systems with multiple mixing properties
• Test of symmetry based on copula function
• An empirical process central limit theorem for multidimensional dependent data
• On the asymptotic properties of a kernel type quantile estimator from censored samples
• Some asymptotic results of kernel density estimators under random left-truncation and dependent data
• The law of the iterated logarithm for empirical processes under absolute regularity
• Asymptotic expansion for ISE of kernel density estimators under censored dependent model
• Speed of convergence of classical empirical processes in \(p\)-variation norm
• On quantile processes for m-dependent Rv's
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
• Invariance principles for U-statistics and von Mises functionals
• The change-point problem for dependent observations
• The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
• Asymptotic results for the empirical process of stationary sequences
• \(K\)-sample problem using strong approximations of empirical copula processes
• New techniques for empirical processes of dependent data
• Extensions of some classical methods in change point analysis
• Almost sure approximation theorems for the multivariate empirical process
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
• Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
• A note on strong approximation for quantile processes of strong mixing sequences
• Uniform strong estimation under \(\alpha\)-mixing, with rates
• Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
• Strong uniform consistency of kernel density estimators under a censored dependent model
• Two-parameter heavy-traffic limits for infinite-server queues with dependent service times
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
• Strong Gaussian approximations of product-limit and quantile processes for strong mixing and censored data
• Asymptotic behaviors of the Lorenz curve for censored data under strong mixing
• Strong approximation results for the empirical process of stationary sequences
• Infinite-server queues with batch arrivals and dependent service times
• The sequential empirical process of a random walk in random scenery
• Some remarks on coupling of dependent random variables
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
• Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
• Weak convergence of the weighted sequential empirical process of some long-range dependent data
• A note on invariance principles for v. Mises' statistics
• Almost sure invariance principles for the empirical process of lacunary sequences
• Empirical processes for recurrent and transient random walks in random scenery
• Invariance principles for sums of Banach space valued random elements and empirical processes
• Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
• Invariance principles for partial sum processes and empirical processes indexed by sets
• On a very weak bernoulli condition^†
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables

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