Pages that link to "Item:Q4119869"

The following pages link to An almost sure invariance principle for the empirical distribution function of mixing random variables (Q4119869):

Displaying 45 items.

• Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
• Test of symmetry based on copula function (Q413392) (← links)
• An empirical process central limit theorem for multidimensional dependent data (Q457103) (← links)
• Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
• The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
• New techniques for empirical processes of dependent data (Q734659) (← links)
• The sequential empirical process of a random walk in random scenery (Q737180) (← links)
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
• Asymptotic expansion for ISE of kernel density estimators under censored dependent model (Q840797) (← links)
• Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
• Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
• Invariance principles for partial sum processes and empirical processes indexed by sets (Q1074942) (← links)
• On the asymptotic properties of a kernel type quantile estimator from censored samples (Q1085915) (← links)
• A note on invariance principles for v. Mises' statistics (Q1086933) (← links)
• Strong approximation of empirical process with independent but non- identically distributed random variables (Q1092509) (← links)
• Invariance principles for U-statistics and von Mises functionals (Q1121612) (← links)
• A note on strong approximation for quantile processes of strong mixing sequences (Q1129453) (← links)
• Uniform strong estimation under \(\alpha\)-mixing, with rates (Q1199868) (← links)
• Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series (Q1378763) (← links)
• Two-parameter process limits for infinite-server queues with dependent service times via chaining bounds (Q1698763) (← links)
• Almost sure invariance principles for the empirical process of lacunary sequences (Q1819459) (← links)
• Some remarks on coupling of dependent random variables (Q1871329) (← links)
• Speed of convergence of classical empirical processes in \(p\)-variation norm (Q1872240) (← links)
• The law of the iterated logarithm for empirical processes under absolute regularity (Q1890745) (← links)
• The change-point problem for dependent observations (Q1923424) (← links)
• Two-parameter heavy-traffic limits for infinite-server queues with dependent service times (Q1935510) (← links)
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables (Q1973314) (← links)
• Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity (Q2000861) (← links)
• Strong uniform consistency of kernel density estimators under a censored dependent model (Q2267608) (← links)
• Weak convergence of the weighted sequential empirical process of some long-range dependent data (Q2339543) (← links)
• \(K\)-sample problem using strong approximations of empirical copula processes (Q2437992) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation (Q2731944) (← links)
• Some Asymptotic Results of Kernel Density Estimators Under Random Left-Truncation and Dependent Data (Q2892627) (← links)
• Infinite-server queues with batch arrivals and dependent service times (Q2909824) (← links)
• Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators (Q2934836) (← links)
• Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing (Q3083781) (← links)
• On a very weak bernoulli condition^† (Q3324743) (← links)
• Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data (Q3585315) (← links)
• On quantile processes for m-dependent Rv's (Q3787305) (← links)
• Almost sure approximation theorems for the multivariate empirical process (Q3859012) (← links)
• Invariance principles for sums of Banach space valued random elements and empirical processes (Q3949739) (← links)
• Empirical distribution function for mixing random variables. application in nonparametric hazard estimation (Q4206236) (← links)
• Empirical processes for recurrent and transient random walks in random scenery (Q5110213) (← links)