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Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences

Jérôme Dedecker and Florence Merlevède

Statistics & Probability Letters, 2021, vol. 171, issue C

Abstract: We prove a strong invariance principle for the Kantorovich distance between the empirical distribution and the marginal distribution of stationary α-mixing sequences.

Keywords: Empirical process; Wasserstein distance; Almost sure invariance principle; Compact law of the iterated logarithm; Bounded law of the iterated logarithm; Conditional value at risk (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1016/j.spl.2020.108991

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