Article ID Journal Published Year Pages File Type
7547291 Journal of Statistical Planning and Inference 2018 24 Pages PDF
Abstract
We offer an umbrella type result which extends weak convergence of classical empirical processes on the line to that of more general processes indexed by functions of bounded variation. This extension is not contingent on the type of dependence of the underlying sequence of random variables. As a consequence we establish weak convergence for stationary empirical processes indexed by general classes of functions under α-mixing conditions.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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