Invariance principles for absolutely regular empirical processes

P. Doukhan; P. Massart; E. Rio

Annales de l'I.H.P. Probabilités et statistiques (1995)

  • Volume: 31, Issue: 2, page 393-427
  • ISSN: 0246-0203

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Doukhan, P., Massart, P., and Rio, E.. "Invariance principles for absolutely regular empirical processes." Annales de l'I.H.P. Probabilités et statistiques 31.2 (1995): 393-427. <http://eudml.org/doc/77515>.

@article{Doukhan1995,
author = {Doukhan, P., Massart, P., Rio, E.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {absolutely regular; empirical measure; quantile function; entropy with bracketing; functional invariance principle; strictly stationary sequence of random elements},
language = {eng},
number = {2},
pages = {393-427},
publisher = {Gauthier-Villars},
title = {Invariance principles for absolutely regular empirical processes},
url = {http://eudml.org/doc/77515},
volume = {31},
year = {1995},
}

TY - JOUR
AU - Doukhan, P.
AU - Massart, P.
AU - Rio, E.
TI - Invariance principles for absolutely regular empirical processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1995
PB - Gauthier-Villars
VL - 31
IS - 2
SP - 393
EP - 427
LA - eng
KW - absolutely regular; empirical measure; quantile function; entropy with bracketing; functional invariance principle; strictly stationary sequence of random elements
UR - http://eudml.org/doc/77515
ER -

References

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Citations in EuDML Documents

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  1. Sana Louhichi, Weak convergence for empirical processes of associated sequences
  2. Elisabeth Gassiat, Likelihood ratio inequalities with applications to various mixtures
  3. D. Bitouzé, B. Laurent, P. Massart, A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator
  4. Jérôme Dedecker, Florence Merlevède, The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in 𝕃 p
  5. David Pollard, Maximal inequalities via bracketing with adaptive truncation
  6. Madalina Olteanu, Joseph Rynkiewicz, Asymptotic properties of autoregressive regime-switching models
  7. Madalina Olteanu, Joseph Rynkiewicz, Asymptotic properties of autoregressive regime-switching models

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