On the empirical process of multivariate, dependent random variables

Ludger Rüschendorf

Journal of Multivariate Analysis, 1974, vol. 4, issue 4, 469-478

Abstract: A convergence theorem of Billingsley for the empirical process of stationary, real valued radom variables under a mixing condition is generalized to the k-dimensional and nonstationary case. Further a more general empirical process is treated, including the upper summation boundary as argument. Some applications are given to a Kolmogorov-Smirnov and a Cramér-von Mises type statistic.

Keywords: Empirical; process; [phi]-mixing; Gaussian; process; nonstationary; case; Skorohod-space; weak; convergence (search for similar items in EconPapers)
Date: 1974
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