Asymptotic covariances of empirical processes

C. S. Withers

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1988)

  • Volume: 92, Issue: 7, page 83-98
  • ISSN: 0246-1501

How to cite

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Withers, C. S.. "Asymptotic covariances of empirical processes." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 92.7 (1988): 83-98. <http://eudml.org/doc/80652>.

@article{Withers1988,
author = {Withers, C. S.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {asymptotic variance; sum of random variables; asymptotic covariances; weighted empirical process; rank process; signed rank process; non- stationary strongly dependent random variables; central limit theorem},
language = {eng},
number = {7},
pages = {83-98},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Asymptotic covariances of empirical processes},
url = {http://eudml.org/doc/80652},
volume = {92},
year = {1988},
}

TY - JOUR
AU - Withers, C. S.
TI - Asymptotic covariances of empirical processes
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1988
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 92
IS - 7
SP - 83
EP - 98
LA - eng
KW - asymptotic variance; sum of random variables; asymptotic covariances; weighted empirical process; rank process; signed rank process; non- stationary strongly dependent random variables; central limit theorem
UR - http://eudml.org/doc/80652
ER -

References

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  1. [1] Billingsley, Patrick (1968). Convergence of Probability Measures. Wiley, New York. Zbl0172.21201MR233396
  2. [2] Ibragimov, I.A. and Linnik, Yu.V. (1971). Independent and stationary sequences of random variables. Wolters-Noordhoff, Groningen. Zbl0219.60027MR322926
  3. [3] Withers, C.S. (1975). Convergence of empirical processes of mixing rv's on [0,1]. Ann. Statist.3, 1101-1108. Zbl0317.60013MR394794
  4. [4] — (1976). On the convergence of empirical processes of mixing variables. 18, No. 1. Austral. Jnl. Statist. Zbl0404.62029MR445585
  5. [5] —. Convergence of rank processes of mixing random variables on R. Submitted to Austral. Jnl. Statist. 
  6. [6] —. Convergence of linear rank statistics of mixing variables. Submitted. 

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