Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables-Reference-Cited by-同舟云学术

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

Published:1997-01-01 Issue:1 Volume:10 Page:3-20
ISSN:1048-9533
Container-title:Journal of Applied Mathematics and Stochastic Analysis
language:en
Short-container-title:Journal of Applied Mathematics and Stochastic Analysis

Author:

Sun Shan¹,Chiang Ching-Yuan²

Affiliation:

1. Texas Tech University, Department of Mathematics, Lubbock 79409, TX, USA

2. James Madison University, Department of Mathematics, Harrisonburg 22807, VA, USA

Abstract

We prove the almost sure representation, a law of the iterated logarithm and an invariance principle for the statistic Fˆn(Un) for a class of strongly mixing sequences of random variables {Xi,i≥1}. Stationarity is not assumed. Here Fˆn is the perturbed empirical distribution function and Un is a U-statistic based on X1,…,Xn.

Publisher

Hindawi Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

http://downloads.hindawi.com/archive/1997/742120.pdf

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