AbstractUsing two definitions of the conditional empirical processes we obtain some approximations for these processes. We also prove the functional law of the iterated logarithm for the conditional processes. Our results say that the asymptotic behavior of the conditional and unconditional empirical processes are very similar
AbstractWe consider the local empirical process indexed by sets, a substantial generalization of the...
AbstractThis paper develops an approach to conditional inference for nonergodic stochastic process m...
AbstractThis paper deals with uniform rates of convergence for the empirical distribution function a...
this paper we extend the notion of the local empirical process to allow us to include kernel regress...
AbstractWe consider a conditional empirical distribution of the form Fn(C∣x)=∑nt=1ωn(Xt−x)I{Yt∈C} in...
AbstractMultivariate integral kernel transformations of the multivariate empirical process are consi...
AbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary...
AbstractLet {(Xi, Yi); i = 1,2,…} be a sequence of i.i.d. r.v.'s and denote by m(y | x0), −∞ < y < ∞...
International audienceThe main purpose of this paper is to investigate the strong approximation of t...
The tail empirical process is defined to be for each n ¿ N, wn(t) = (n/kn)1/2an(tkn/n), 0 = t = 1, w...
AbstractSome laws of the iterated logarithm for empirical processes rescaled in the “time” parameter...
AbstractK. I. Yoshihara (1990,Comput. Math. Appl.19, No. 1, 149–158) proved the weak invariance of t...
AbstractNecessary and sufficient conditions are established for the bounded and compact laws of the ...
AbstractLet X1, X2,… be independent random variables. We study asymptotic behaviour of two-time para...
AbstractThe empirical characteristic function process with estimated parameters is approximated by a...
AbstractWe consider the local empirical process indexed by sets, a substantial generalization of the...
AbstractThis paper develops an approach to conditional inference for nonergodic stochastic process m...
AbstractThis paper deals with uniform rates of convergence for the empirical distribution function a...
this paper we extend the notion of the local empirical process to allow us to include kernel regress...
AbstractWe consider a conditional empirical distribution of the form Fn(C∣x)=∑nt=1ωn(Xt−x)I{Yt∈C} in...
AbstractMultivariate integral kernel transformations of the multivariate empirical process are consi...
AbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary...
AbstractLet {(Xi, Yi); i = 1,2,…} be a sequence of i.i.d. r.v.'s and denote by m(y | x0), −∞ < y < ∞...
International audienceThe main purpose of this paper is to investigate the strong approximation of t...
The tail empirical process is defined to be for each n ¿ N, wn(t) = (n/kn)1/2an(tkn/n), 0 = t = 1, w...
AbstractSome laws of the iterated logarithm for empirical processes rescaled in the “time” parameter...
AbstractK. I. Yoshihara (1990,Comput. Math. Appl.19, No. 1, 149–158) proved the weak invariance of t...
AbstractNecessary and sufficient conditions are established for the bounded and compact laws of the ...
AbstractLet X1, X2,… be independent random variables. We study asymptotic behaviour of two-time para...
AbstractThe empirical characteristic function process with estimated parameters is approximated by a...
AbstractWe consider the local empirical process indexed by sets, a substantial generalization of the...
AbstractThis paper develops an approach to conditional inference for nonergodic stochastic process m...
AbstractThis paper deals with uniform rates of convergence for the empirical distribution function a...