On the chernoff-savage theorem for dependent sequences
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02480326.pdf
Reference9 articles.
1. Billingsley, P. (1968).Convergence of Probability Measures, Wiley and Sons, New York.
2. Chernoff, H. and Savage, I. R. (1958). Asymptotic normality and efficiency of certain nonparametric test statistics,Ann. Math. Statist.,29, 972–994.
3. Davydov, Y. A. (1968). Convergence of distribution generated by stationary stochastic processes,Theory Prob. Appl.,12, 691–696.
4. Fears, T. R. and Mehra, K. L. (1974). Weak convergence of a two-sample empirical process and a Chernoff-Savage theorem for ϕ-mixing sequences,Ann. Statist.,2, 586–596.
5. Pyke, R. and Shorack, G. (1968). Weak convergence of two-sample empirical process and a new proof to Chernoff-Savage theorems,Ann. Math. Statist.,39, 755–771.
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