On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
From MaRDI portal
Publication:749017
DOI10.1016/0167-7152(90)90026-4zbMATH Open0712.60030OpenAlexW2052605080MaRDI QIDQ749017FDOQ749017
Authors: Y. S. Rama Krishnaiah
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90026-4
Recommendations
Cites Work
- Probability Inequalities for Sums of Bounded Random Variables
- Title not available (Why is that?)
- On deviations between empirical and quantile processes for mixing random variables
- A note on empirical processes of strong-mixing sequences
- Conditions for linear processes to be strong-mixing
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
- Title not available (Why is that?)
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
- Non-parametric recursive estimates of a probability density function and its derivatives
- On the Glivenko-Cantelli theorem for weighted empiricals based on independent random variables
Cited In (4)
- Nonparametric estimates for conditional quantiles of time series
- Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process
- On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
- On tail probabilities of Kolmogorov-Smirnov statistic based on strong mixing processes
This page was built for publication: On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q749017)