Weak convergence for weighted empirical processes of dependent sequences
Qi-Man Shao and Hao Yu
Source: Ann. Probab. Volume 24, Number 4 (1996), 2098-2127.
Abstract
In this paper we establish weak convergence theorems for weighted empirical processes of strong mixing, $\rho$-mixing and associated sequences. We apply these results to obtain weak convergence of integral functionals of empirical processes and of mean residual life processes in reliability theory. To carry out the proofs, we develop two Rosenthal-type inequalities for strong mixing and associated sequences.
Primary Subjects: 60B10, 60F15, 60E15, 60F17
Keywords: Weak convergence; weighted empirical processes; integral functionals; mixing sequences; associated sequences; mean residual life processes; Rosenthal-type inequalities
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1041903220
Mathematical Reviews number (MathSciNet):
MR1415243
Digital Object Identifier: doi:10.1214/aop/1041903220
Zentralblatt MATH identifier:
0874.60006
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