AbstractThe almost sure invariance principle for some degenerate U-statistics of degree two is considered for strictly stationary random variables satisfying mixing conditions. The error term obtained is O(t1 − γ) which yields Donsker's and Strassen's invariance principles for the U-statistics. The approach used here is based upon Hoeffding's expansion of kernel functions and the almost sure invariance principles for partial sums of Banach space valued mixing random variables
We improve an almost sure invariance principle for f-mixing sequences of real random variables with ...
the almost sure invariance principle for stationary sequences of Hilbert-valued random variable
In this paper we improve upon results on the almost sure approximation of the empirical process of w...
An almost sure invariance principle for stationary mixing sequences of random variables with mean ze...
AbstractAn almost sure invariance principle for stationary mixing sequences of random variables with...
AbstractLet Tn be a U-statistic and Sn its projection (in the sense of Hájek). Limit theory for U-st...
We prove the almost sure representation, a law of the iterated logarithm and an invariance principle...
Let $¥{¥xi_{i}¥}$ be a strictly stationary sequence of random variables which are distributed unifor...
Invariance principle in l"2(0,1) is studied using signed random measures. This approach to the ...
As an estimator of a real estimable parameter, we consider a linear combination of U-statistics whic...
Yoshihara (1976) established the weak invariance theorem of the generalized U-statistic for absolute...
summary:The aim of this paper is to introduce a central limit theorem and an invariance principle fo...
101 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1982.Assume that F is a distributi...
The paper deals with the invariance principle for sums of independent identically distributed random...
Almost sure versions of some functional limit theorems for random step lines and random broken lines...
We improve an almost sure invariance principle for f-mixing sequences of real random variables with ...
the almost sure invariance principle for stationary sequences of Hilbert-valued random variable
In this paper we improve upon results on the almost sure approximation of the empirical process of w...
An almost sure invariance principle for stationary mixing sequences of random variables with mean ze...
AbstractAn almost sure invariance principle for stationary mixing sequences of random variables with...
AbstractLet Tn be a U-statistic and Sn its projection (in the sense of Hájek). Limit theory for U-st...
We prove the almost sure representation, a law of the iterated logarithm and an invariance principle...
Let $¥{¥xi_{i}¥}$ be a strictly stationary sequence of random variables which are distributed unifor...
Invariance principle in l"2(0,1) is studied using signed random measures. This approach to the ...
As an estimator of a real estimable parameter, we consider a linear combination of U-statistics whic...
Yoshihara (1976) established the weak invariance theorem of the generalized U-statistic for absolute...
summary:The aim of this paper is to introduce a central limit theorem and an invariance principle fo...
101 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1982.Assume that F is a distributi...
The paper deals with the invariance principle for sums of independent identically distributed random...
Almost sure versions of some functional limit theorems for random step lines and random broken lines...
We improve an almost sure invariance principle for f-mixing sequences of real random variables with ...
the almost sure invariance principle for stationary sequences of Hilbert-valued random variable
In this paper we improve upon results on the almost sure approximation of the empirical process of w...