Convergence of the empirical two-sample -statistics with -mixing data


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9

and continuing the decomposition, we obtain
























































































1




[nt]






















[nt]




[nt]






















[nt]




n



















[nt]

[nt]













X




























X


































X





































X




ξn (s, t) =







as (Xi) −



















as (Xi) +



















bs (Xj) −













bs (Xj)




n1/2

n3/2




i=1




n3/2




j=1




n3/2



















i=1










































































































j=1




































































































− 2ms

[nt]

+ 2ms

[nt]2

(2.32)













































































































.




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