Conditional empirical processes
Peter Gaenssler, Winfried Stute · Oberwolfach Seminars · 1987
Consider a sequence ξi=(Xi,Yi), i≥1, of independent ℝd+1 random vectors with common d.f.H: H( x,y )=ℙ( X<x,Y<y ), ( x, y )∈ ℝ d + 1 $${\text{H}}\left( {{\text{x,y}}} \right) = \mathbb{P}\left( {{\text{X < x,Y < y}}} \right),{\text{ }}\left( {{\text{x, y}}} \right) \in {\mathbb{R}^{{\text{d + 1}}}}$$ .