A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
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Publication:5633318
DOI10.1214/aoms/1177693079zbMath0226.60008OpenAlexW2053220311MaRDI QIDQ5633318
Publication date: 1971
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177693079
Related Items (19)
On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables ⋮ The empirical process of a short-range dependent stationary sequence under Gaussian subordination ⋮ A note on the asymptotic properties of the estimators in a semiparametric regression model ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ Limit theorems for functionals of moving averages ⋮ On complete convergence for weighted sums of \(\varphi \)-mixing random variables ⋮ Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors ⋮ Conditional empirical processes defined by \(\Phi\)-mixing sequences ⋮ On the complete convergence for arrays of rowwise \({\psi}\)-mixing random variables ⋮ Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications ⋮ Extensions of Billingsley's theorems on weak convergence of empirical processes ⋮ Moment inequality for \(\varphi \)-mixing sequences and its applications ⋮ On the empirical process of multivariate, dependent random variables ⋮ Unnamed Item ⋮ Asymptotic normality of H-L estimators based on dependent data ⋮ On deviations between empirical and quantile processes for mixing random variables ⋮ Note on multidimensional empirical processes for \(\Phi\)-mixing random vectors ⋮ The asymptotic properties of the estimators in a semiparametric regression model ⋮ Estimation of a two-dimensional distribution function under association
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