A note on weak convergence of the sequential multivariate empirical process under strong mixing
Probability
2013-04-19 v1 Statistics Theory
Statistics Theory
Abstract
This article investigates weak convergence of the sequential -dimensional empirical process under strong mixing. Weak convergence is established for mixing rates , where , which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension .
Keywords
Cite
@article{arxiv.1304.5113,
title = {A note on weak convergence of the sequential multivariate empirical process under strong mixing},
author = {Axel Bücher},
journal= {arXiv preprint arXiv:1304.5113},
year = {2013}
}
Comments
10 pages