The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$

DOI10.1051/ps:2007009zbMath1184.60008OpenAlexW1974097837MaRDI QIDQ5429594

Florence Merlevède, Jérôme Dedecker

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__102_0

zbMATH Keywords

empirical processweak dependenceexpanding mapsdeviation inequalitiesCramér-von Mises statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)

Related Items (8)

Cramér distance and discretisations of circle expanding maps I: theory ⋮ Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs ⋮ Cramér distance and discretizations of circle expanding maps II: simulations ⋮ Concentration inequalities for sequential dynamical systems of the unit interval ⋮ Unnamed Item ⋮ Conjugate processes: theory and application to risk forecasting ⋮ An empirical central limit theorem in L\(^1\) for stationary sequences ⋮ A compact LIL for martingales in \(2\)-smooth Banach spaces with applications

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• Exponential inequalities for dynamical measures of expanding maps of the interval
• An adaptive compression algorithm in Besov spaces
• On the functional central limit theorem for stationary processes
• Weighted sums of certain dependent random variables
• The conditional central limit theorem in Hilbert spaces.
• Exponential Bounds for Large Deviations
• Inégalités de Hoeffding pour les fonctions lipschitziennes de suites dépendantes

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