Open Access
March, 1975 Convergence of the Reduced Empirical Process for Non-I.I.D. Random Vectors
Georg Neuhaus
Ann. Statist. 3(2): 528-531 (March, 1975). DOI: 10.1214/aos/1176343084


Any triangular array of row independent random vectors with continuous df's has a standard reduction to random vectors with values in the unit cube. The reduced empirical process belonging to the transformed random vectors is always relatively compact. Weak convergence to a (necessarily Gaussian) process holds iff the corresponding covariance kernel converges pointwise.


Download Citation

Georg Neuhaus. "Convergence of the Reduced Empirical Process for Non-I.I.D. Random Vectors." Ann. Statist. 3 (2) 528 - 531, March, 1975.


Published: March, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0303.62014
MathSciNet: MR380917
Digital Object Identifier: 10.1214/aos/1176343084

Primary: 60B10
Secondary: 60G15

Keywords: convergence of the empirical process , Non. i.i.d. random-vectors

Rights: Copyright © 1975 Institute of Mathematical Statistics

Vol.3 • No. 2 • March, 1975
Back to Top