The law of the iterated logarithm for Lp-norms of empirical processes

L. Gajek, M. Kaluszka and A. Lenic

Statistics & Probability Letters, 1996, vol. 28, issue 2, 107-110

Abstract: Let X1,X2,... be a sequence of i.i.d. random variables with a common continuous distribution function F and let p [greater-or-equal, slanted] 1. It is shown that where Fn denotes the empirical distribution function of the sample X1,X2,...,Xn

Keywords: 60F25; 62G30 Empirical distribution function Law of iterated logarithm (LIL) Lp-limit theorems (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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