Weak convergence for weighted empirical processes of dependent sequences

被引：8

作者：

Shao, QM ^{[1
]}

Yu, H ^{[1
]}

机构：

[1] UNIV WESTERN ONTARIO,DEPT STAT & ACTUARIAL SCI,LONDON,ON N6A 5B7,CANADA

来源：

ANNALS OF PROBABILITY | 1996年 / 24卷 / 04期

关键词：

weak convergence; weighted empirical processes; integral functionals; mixing sequences; associated sequences; mean residual life processes; Rosenthal-type inequalities;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we establish weak convergence theorems for weighted empirical processes of strong mixing, rho-mixing and associated sequences. We apply these results to obtain Freak convergence of integral functionals of empirical processes and of mean residual life processes in reliability theory. To carry out the proofs, we develop two Rosenthal-type inequalities for strong mixing and associated sequences.

引用

页码：2098 / 2127

页数：30

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