• 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