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On the invariance principle for empirical processes of associated sequences - MaRDI portal

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On the invariance principle for empirical processes of associated sequences

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Publication:6265793

arXiv1509.07602MaRDI QIDQ6265793

Author name not available (Why is that?)

Publication date: 25 September 2015

Abstract: We consider empirical processes generated by strictly stationary sequences of associated random variables. S. Louhichi established an invariance principle for such processes, assuming that the covariance function decays rapidly enough. We show that under certain conditions imposed on the pairwise distributions of the random variables in question the restrictions on the rate of decay of the covariance function can be relaxed.












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