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Rates of Convergence and Law of the Iterated Logarithm for U-Processes

Kaoukeb Turki-Moalla

Journal of Theoretical Probability, 1998, vol. 11, issue 4, 869-906

Abstract: Abstract We study in this paper some limit theorems for U-processes. We calculate rates of convergence in the central limit theorem of nondegenerate U-processes under metric entropy with bracketing condition. In application, we improve upon the law of the iterated logarithm of Arcones. All calculations use the Ossiander chaining procedure.

Keywords: Degenerate U-processes; metric entropy; rates of convergence; U -processes (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022656529912

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