Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables

A weak convergence of the weighted empirical U-statistic with respect to the Skorohod topology is obtained for absolutely regular random variables. It is a generalization of the results of F. H, Ruymgaart and M. C. A. van Zuijlen (1991, J. Statist. Plann. Inference) for i.i.d. random variables.

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Year of publication:	1994
Authors:	Harel, M. ; Ocinneide, C. A. ; Puri, M. L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 48.1994, 2, p. 297-314
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005021317