Abstract
Let R(s,t) be the empirical process of a sequence of independent random vectors with common but arbitrary distribution function. In this paper we give an almost sure approximation of R(s,t) by a Kiefer process. The result continues to hold for stationary sequences of random vectors with continuous distribution function and satisfying a strong mixing condition.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have