[KSCI] Korea Science Citation Index Service

A NOTE ON WEAK CONVERGENCE OF EMPIRICAL PROCESSES FOR A STATIONARY PHI-MIXING SEQUENCE

Kim, Tae-Yoon (Department of statistics, Keimyung University)
Kim, Jang-Han (Department of statistics, Keimyung University)
Lee, Tai-Sup (Department of Statistics, Anyang University)

Publication Information

Journal of the Korean Statistical Society / v.32, no.2, 2003 , pp. 203-211 More about this Journal

Abstract

A new result of weak convergence of the empirical process is established for a stationary ${\phi}-mixing$ sequence of random variables, which relaxes the existing conditions on mixing coefficients. The result is basically obtained from bounds for even moments of sums of ${\phi}-mixing$ r.v.'s useful for handling triangular arrays with entries decreasing in size.

Keywords

${\phi}-mixing$ ; weak convergence; empirical process;

Citations & Related Records

Reference

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