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1995 | OriginalPaper | Buchkapitel

L 2(0,1) Weak Convergence of the Empirical Process for Dependent Variables

verfasst von : Paulo Oliveira, Charles Suquet

Erschienen in: Wavelets and Statistics

Verlag: Springer New York

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We consider the empirical process induced by dependent variables as a random element in L2(0,1). Using some special properties of the Haar basis, we obtain a general tightness condition. In the strong mixing case, this allows us to improve on the well known result of Yoshihara (of course for theL2 continuous functionals). In the same spirit, we give also an application to associated variables which improves a recent result of Yu. Some statistical applications are presented.

Metadaten
Titel
L 2(0,1) Weak Convergence of the Empirical Process for Dependent Variables
verfasst von
Paulo Oliveira
Charles Suquet
Copyright-Jahr
1995
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-2544-7_19