Publications and Preprints

Moment inequalities for supremum of empirical processes for $\phi $-mixing sequences
by
B. L. S. Prakasa Rao
Let $\{X_n , -\infty < n < \infty\}$ be a stationary $\varphi$-mixing process with the one-dimensional marginal distribution function $F$ and the density function $f$. Let $F_n (x)$ be the empirical distribution function based on the observations $\{X_i , 1 \le i \le n\}$ and $W_n^\ast = sup_{−\infty

isid/ms/2003/12 [fulltext]

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