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Asymptotic Behavior of the Perturbed Empirical Distribution-Functions Evaluated at a Random Point for Absolutely Regular Sequences

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  • Sun, S.

Abstract

Let Fn be an estimator obtained by integrating a kernel type density estimator based on a random sample of size n from smooth distribution function F. A central limit theorem is established for the target statistic Fn(Un) where the underlying random variable form an absolutely regular stationary process and where {Un} is a sequence of U-statistics. The result obtained generalizes Puri and Ralescu (1986, J. Multivariate Anal.19, 273-279) under the iid set-up.

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  • Sun, S., 1993. "Asymptotic Behavior of the Perturbed Empirical Distribution-Functions Evaluated at a Random Point for Absolutely Regular Sequences," Journal of Multivariate Analysis, Elsevier, vol. 47(2), pages 230-249, November.
    • Handle: RePEc:eee:jmvana:v:47:y:1993:i:2:p:230-249
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