The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
From MaRDI portal
Publication:5429594
DOI10.1051/ps:2007009zbMath1184.60008MaRDI QIDQ5429594
Florence Merlevède, Jérôme Dedecker
Publication date: 30 November 2007
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__102_0
empirical process; weak dependence; expanding maps; deviation inequalities; Cramér-von Mises statistics
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
60F10: Large deviations
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
- Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence
- Bracketing smooth functions
- Invariance principles for absolutely regular empirical processes
- Coupling for \(\tau\)-dependent sequences and applications
- New dependence coefficients. Examples and applications to statistics
- Exponential inequalities for dynamical measures of expanding maps of the interval
- An adaptive compression algorithm in Besov spaces
- On the functional central limit theorem for stationary processes
- Weighted sums of certain dependent random variables
- The conditional central limit theorem in Hilbert spaces.
- Exponential Bounds for Large Deviations
- Inégalités de Hoeffding pour les fonctions lipschitziennes de suites dépendantes