Weak convergence for weighted empirical processes of dependent sequences

• 成果类型: Article
• 署名作者: Shao, QM; Yu, H
• 署名单位: Western University (University of Western Ontario)
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1996
• 页码: 2098-2127
• 关键词: quantile processes; mixing sequences; moment bounds; inequalities; approximations

摘要

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 Freak 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.