ON THE CONVERGENCE OF EMPIRICAL PROCESSES OF MIXING VARIABLES1

C. S. Wuhees · Australian Journal of Statistics · 1976

Conditions are given for the weak convergence of (t—t2)LN(aN‐1(t)) to a Gaussian process where v<1/2, aN is a cdf and LN is the normalized weighted empirical cumulative distribution function (cdf) for an α‐mixing sample of random variables in R which may be non‐stationary with discontinuous marginals.

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