Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing

DOI10.1016/0378-3758(95)00133-6zbMath0855.60028OpenAlexW1972599200MaRDI QIDQ1923423

Shan Sun, H. J. A. Degenhardt, Madan Lal Puri, Martien C. A. Van Zuijlen

Publication date: 12 November 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00133-6

zbMATH Keywords

weak convergencesmoothed empirical processesphi-mixingsmoothed sample quantiles

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (2)

Trends in distributional characteristics: existence of global warming ⋮ A note on the strong approximation of the smoothed empirical process of \(\alpha\)-mixing sequences

Cites Work

• Central limit theorem for perturbed empirical distribution functions evaluated at a random point
• Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Some New Estimates for Distribution Functions
• Functional central limit theorems for processes with positive drift and their inverses
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing