A general form of the law of the iterated logarithm for the weighted multivariate empirical process

John Einmahl

Statistics & Probability Letters, 1987, vol. 5, issue 3, 181-185

Abstract: A law of the iterated logarithm in "the middle" is established for weighted empirical processes based on a sequence of i.i.d. random vectors, uniformly distributed on the (multivariate) unit square. This result unifies several results in the literature.

Keywords: exponential; probability; inequalities; laws; of; the; iterated; logarithm; weighted; empirical; processes (search for similar items in EconPapers)
Date: 1987
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