Weak Convergence of Generalized Empirical Processes Relative to $d_q$ Under Strong Mixing
Mehra, K. L. ; Rao, M. Sudhakara
Ann. Probab., Tome 3 (1975) no. 6, p. 979-991 / Harvested from Project Euclid
Let $\{X_i: i \geqq 1\}$ be a strong-mixing sequence of uniform $\lbrack 0, 1 \rbrack$ rv's and $\{C_i\}$ a sequence of constants, and define the generalized empirical process by $U_N(t) = (\sum^N_{i=1} C_i^2)^{-\frac{1}{2}} \sum^N_{i=1} C_i(I_{\lbrack X_i\leqq t \rbrack} - t), 0 \leqq t \leqq 1$. In this paper, the weak convergence, relative to the Skorohod metric, of $(U_N/q)$ to a certain Gaussian process $(U_0/q)$ is proved under certain conditions on the constants $\{C_i\}$, the strong-mixing coefficient and the function $q$ defined on $\lbrack 0, 1 \rbrack$. The class of functions $q$ considered in this paper include those of the type $q(t) = \lbrack t(1 - t) \rbrack^\eta, \eta > 0$. The earlier results of Fears and Mehra [7] concerning empirical processes for $\phi$-mixing sequences are also improved by weakening the conditions on the $\phi$-mixing coefficient and the function $q$.
Publié le : 1975-12-14
Classification:  Generalized empirical processes,  strong mixing,  weak convergence in $d_q$-metric,  60F05
@article{1176996223,
     author = {Mehra, K. L. and Rao, M. Sudhakara},
     title = {Weak Convergence of Generalized Empirical Processes Relative to $d\_q$ Under Strong Mixing},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 979-991},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996223}
}
Mehra, K. L.; Rao, M. Sudhakara. Weak Convergence of Generalized Empirical Processes Relative to $d_q$ Under Strong Mixing. Ann. Probab., Tome 3 (1975) no. 6, pp.  979-991. http://gdmltest.u-ga.fr/item/1176996223/