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5. Deviation between Smooth Empirical and Quantile Processes for Mixing Random Variables

Deviation between Smooth Empirical and Quantile Processes for Mixing Random Variables

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：aiwo2516

【摘 要】

：

Let(F)n be the smooth empirical distribution obtained by integrating a kernel type density estimator based on a random sample of size n from continuous distribution function F.The almost sure deviatio

【作 者】

：

Shan Sun 

【机 构】

：

Department of Mathematics,the University of Texas at Arlington,76019,USA

【出 处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Smooth empirical distribution φ-mixing and strong mixing random variables almost 

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论文部分内容阅读

　　Let(F)n be the smooth empirical distribution obtained by integrating a kernel type density estimator based on a random sample of size n from continuous distribution function F.The almost sure deviation between smooth empirical and smooth quantile processes is investigated under φ-mixing and strong mixing conditions.

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