Title of article
Uniform CLT for empirical process
Author/Authors
Ben Hariz، نويسنده , , Samir، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
20
From page
339
To page
358
Abstract
Empirical processes indexed by classes of functions based on dependent observations are considered. Sufficient conditions in order to satisfy stochastic equicontinuity are given. The derived conditions are in terms of bracketing numbers with respect to a norm arising from a Rosenthal type moment inequality satisfied by the process. The application involves mixing sequences and improves on the result of Andrews and Pollard (Int. Statist. Rev. 62 (1) (1994) 119) for strong mixing, Shao and Yu (Ann. Probab. 24 (4) (1996) 2098) for ρ -mixing sequences, and Csörgő and Mielniczuk (Probab. Theory Relat. Fields 104 (1) (1996) 15) for functions of Gaussian sequences.
Keywords
Bracketing , chaining , empirical processes , functional central limit theorems , Stochastic equicontinuity , weakly dependent processes
Journal title
Stochastic Processes and their Applications
Serial Year
2005
Journal title
Stochastic Processes and their Applications
Record number
1577562
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