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

2

Indeed, for assumption 2,

| 6

^ZR\[−R,R] 06t61

|

Z

R ^−

Z

W

(

s, t

)

^2 dµ

( )

(2.114)

sup

s

hence

E[| R

−

|] 6

^ZR\[−R,R]

E

06t61

(

)

(

)

Z

W

s, t

2

dµ

s

.

(2.115)

Z

sup