On the empirical process of multivariate, dependent random variables
A convergence theorem of Billingsley for the empirical process of stationary, real valued radom variables under a mixing condition is generalized to the k-dimensional and nonstationary case. Further a more general empirical process is treated, including the upper summation boundary as argument. Some applications are given to a Kolmogorov-Smirnov and a Cramér-von Mises type statistic.
Year of publication: |
1974
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Authors: | Rüschendorf, Ludger |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 4.1974, 4, p. 469-478
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Publisher: |
Elsevier |
Keywords: | Empirical process [phi]-mixing Gaussian process nonstationary case Skorohod-space weak convergence |
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