𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences

✍ Scribed by Michel Harel; Madan L. Puri


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
228 KB
Volume
70
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

✦ Synopsis


proved the weak invariance of the conditional nearest neighbor regression function estimator called the conditional empirical process based on .-mixing observations. In this paper, we extend the result for nonstationary and absolutely regular random variables which have applications for Markov processes, for which the initial measure is not necessary, the invariant measure.