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Title: Weak convergence for weighted empirical processes of dependent sequences
Authors: Shao, Q.-M. 
Yu, H.
Keywords: Associated sequences
Integral functionals
Mean residual life processes
Mixing sequences
Rosenthal-type inequalities
Weak convergence
Weighted empirical processes
Issue Date: Oct-1996
Citation: Shao, Q.-M.,Yu, H. (1996-10). Weak convergence for weighted empirical processes of dependent sequences. Annals of Probability 24 (4) : 2098-2127. ScholarBank@NUS Repository.
Abstract: In this paper we establish weak convergence theorems for weighted empirical processes of strong mixing, ρ-mixing and associated sequences. We apply these results to obtain weak 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.
Source Title: Annals of Probability
ISSN: 00911798
Appears in Collections:Staff Publications

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