Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions

DOI10.1006/JMAA.1997.5894zbMath0936.60035OpenAlexW2050257370MaRDI QIDQ1269080

Publication date: 9 May 2000

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1997.5894

zbMATH Keywords

Markov process ARMA process Cramér-von Mises statistic Anderson-Darling statistic empirical \(U\)-statistics

Mathematics Subject Classification ID

Random fields (60G60) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Nonparametric inference (62G99)

Cites Work

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The central limit theorem for empirical processes on Vapnik- Červonenkis classes
Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
Weak invariance of generalized U-statistics for nonstationary absolutely regular processes
The space D(A) and weak convergence for set-indexed processes
Empirical U-statistics processes
On the weak convergence of empirical processes in sup-norm metrics
Convergence of the reduced empirical process for non-i.i.d. random vectors
Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
Weak convergence of weighted empirical \(U\)-statistics processes for dependent random variables
Invariance principles for absolutely regular empirical processes
Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing
SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
Mixing Conditions for Markov Chains
Limiting behavior of U-statistics for stationary, absolutely regular processes
On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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