Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables

Date

1997

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Abstract

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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Keywords

Almost Sure Representation, Invariance Principle, Law of the Iterated Logarithm, Perturbed Empirical Distribution Functions, Strong Mixing, U-statistic

Citation

Sun, S., & Chiang, C.-Y.. 1997. Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables. Journal of Applied Mathematics and Stochastic Analysis, 10(1). https://doi.org/10.1155/S1048953397000026

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