An almost sure invariance principle for the empirical distribution function of mixing random variables
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Cited in
(46)- Asymptotic results for the empirical process of stationary sequences
- Invariance principles for partial sum processes and empirical processes indexed by sets
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- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
- Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds
- Almost sure invariance principles for the empirical process of lacunary sequences
- Some remarks on coupling of dependent random variables
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- Infinite-server queues with batch arrivals and dependent service times
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- Strong Gaussian approximations of product-limit and quantile processes for strong mixing and censored data
- On quantile processes for m-dependent Rv's
- Strong approximation results for the empirical process of stationary sequences
- Almost sure approximation theorems for the multivariate empirical process
- Invariance principles for sums of Banach space valued random elements and empirical processes
- Test of symmetry based on copula function
- Empirical distribution function for mixing random variables. application in nonparametric hazard estimation
- An empirical process central limit theorem for multidimensional dependent data
- Empirical processes for recurrent and transient random walks in random scenery
- Empirical processes of multidimensional systems with multiple mixing properties
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- Resampling-free inference for time series via RKHS embedding
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- Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions
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