Comportement asymptotique des fonctions de répartition perturbées pour des processus non stationnaires et absolument réguliers |
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Authors: | Michel Harel Echarif Elharfaoui |
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Affiliation: | Laboratoire de statistique et probabilités, UMR C55830, université Paul Sabatier Toulouse III, 31062 Toulouse, France |
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Abstract: | The object is to study the asymptotic normality of the statistics associated to the perturbed empirical distribution function via the slow convergence of multivariate U-statistic. We extend the results of Sun (1993) from the case of identically distributed absolutely regular random variables to the case of nonstationary absolutely regular random vectors. To cite this article: M. Harel, E. Elharfaoui, C. R. Acad. Sci. Paris, Ser. I 340 (2005). |
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