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.

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Year of publication:	1974
Authors:	Rüschendorf, Ludger
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 4.1974, 4, p. 469-478
Publisher:	Elsevier
Keywords:	Empirical process [phi]-mixing Gaussian process nonstationary case Skorohod-space weak convergence

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

Persistent link: https://www.econbiz.de/10005199320