Weak convergence for weighted empirical processes of dependent sequences (Q674522)
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scientific article; zbMATH DE number 986800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence for weighted empirical processes of dependent sequences |
scientific article; zbMATH DE number 986800 |
Statements
Weak convergence for weighted empirical processes of dependent sequences (English)
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24 April 1997
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Weak convergence theorems for weighted empirical processes based on strictly stationary observations under strong mixing, \(\rho\)-mixing and associated dependence assumptions are established. Weak convergence of integral type functionals of empirical processes and of mean residual life processes in reliability theory are obtained. Two Rosenthal-type inequalities for \(\alpha\)-mixing and associated sequences are proved. These inequalities are also of independent interest.
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Weak convergence
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weighted empirical processes
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integral functionals
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mixing sequences
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associated sequences
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mean residual life processes
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Rosenthal-type inequalities
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reliability theory
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