Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables
cc-by We prove the almost sure representation, a law of the iterated logarithm and an invariance principle for the statistic F̂n(Un) for a class of strongly mixing sequences of random variables {Xi,i ≥ 1}. Stationarity is not assumed. Here F̂n is the perturbed empirical distribution function and Un...
Published in: | Journal of Applied Mathematics and Stochastic Analysis |
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Main Authors: | , |
Format: | Article in Journal/Newspaper |
Language: | English |
Published: |
1997
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Subjects: | |
Online Access: | https://hdl.handle.net/2346/95704 https://doi.org/10.1155/S1048953397000026 |
Summary: | cc-by We prove the almost sure representation, a law of the iterated logarithm and an invariance principle for the statistic F̂n(Un) for a class of strongly mixing sequences of random variables {Xi,i ≥ 1}. Stationarity is not assumed. Here F̂n is the perturbed empirical distribution function and Un is a U-statistic based on X1,., Xn. ©1997 by North Atlantic Science Publishing Company. |
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