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.
Publié le : 1996-10-14
Classification:
Weak convergence,
weighted empirical processes,
integral functionals,
mixing sequences,
associated sequences,
mean residual life processes,
Rosenthal-type inequalities,
60B10,
60F15,
60E15,
60F17
@article{1041903220,
author = {Shao, Qi-Man and Yu, Hao},
title = {Weak convergence for weighted empirical processes of dependent
sequences},
journal = {Ann. Probab.},
volume = {24},
number = {2},
year = {1996},
pages = { 2098-2127},
language = {en},
url = {http://dml.mathdoc.fr/item/1041903220}
}
Shao, Qi-Man; Yu, Hao. Weak convergence for weighted empirical processes of dependent
sequences. Ann. Probab., Tome 24 (1996) no. 2, pp. 2098-2127. http://gdmltest.u-ga.fr/item/1041903220/