Pages that link to "Item:Q2637753"
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The following pages link to Strong approximation of the empirical distribution function for absolutely regular sequences in \({\mathbb R}^d\) (Q2637753):
Displaying 15 items.
- Strong approximation results for the empirical process of stationary sequences (Q378823) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- Simultaneous inference of the partially linear model with a multivariate unknown function (Q830711) (← links)
- A note on weak convergence of the sequential multivariate empirical process under strong mixing (Q895901) (← links)
- Weak convergence of partial sums of absolutely regular sequences (Q1058228) (← links)
- A note on strong approximations of multivariate empirical processes (Q1106542) (← links)
- Asymptotic behavior of the perturbed empirical distribution functions evaluated at a random point for absolutely regular sequences (Q1321983) (← links)
- Local invariance principles and their application to density estimation (Q1326286) (← links)
- Invariance principles for absolutely regular empirical processes (Q1347273) (← links)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (Q1743346) (← links)
- Multiscale scanning in inverse problems (Q1990595) (← links)
- Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic (Q2806818) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function (Q6148342) (← links)
- Deviation inequalities for dependent sequences with applications to strong approximations (Q6570494) (← links)
