Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences

K. I. Yoshihara (1990,Comput. Math. Appl.19, No. 1, 149-158) proved the weak invariance of the conditional nearest neighbor regression function estimator called the conditional empirical process based on[phi]-mixing observations. In this paper, we extend the result for nonstationary and absolutely regular random variables which have applications for Markov processes, for which the initial measure is not necessary, the invariant measure.

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Year of publication:	1999
Authors:	Harel, Michel ; Puri, Madan L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 70.1999, 2, p. 250-285
Publisher:	Elsevier
Keywords:	empirical distribution function conditional empirical process Skorohod topology Gaussian process absolute regularity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152782