Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences

Michel Harel and Madan L. Puri

Journal of Multivariate Analysis, 1999, vol. 70, issue 2, 250-285

Abstract: K. I. Yoshihara (1990,Comput. Math. Appl.19, No. 1, 149-158) proved the weak invariance of the conditional nearest neighbor regression function estimator called the conditional empirical process based on[phi]-mixing observations. In this paper, we extend the result for nonstationary and absolutely regular random variables which have applications for Markov processes, for which the initial measure is not necessary, the invariant measure.

Keywords: empirical; distribution; function; conditional; empirical; process; Skorohod; topology; Gaussian; process; absolute; regularity (search for similar items in EconPapers)
Date: 1999
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