A note on weak convergence of the sequential multivariate empirical process under strong mixing
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This article investigates weak convergence of the sequential
d-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates
a_n O(n^-a) where a 1, which slightly improves upon existing results in the literature that are
based on mixing rates depending on the dimension d.
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multivariate sequential empirical processes, Ottaviani's inequality, strong alpha mixing, weak convergence;