On the law of iterated logarithm for occupation measures of empirical processes

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Abstract

Let {K(s,t): 0≦s≦1, t≧0} be a Kiefer process. Let {Mathematical expression} denote the occupation distribution. Using the ideas of Mogul'skii, Donsker and Varadhan, the limit behavior of Lt is studied. These and strong approximation results are then used to derive LIL in Chung's form for various functions of empirical processes.

Original languageEnglish (US)
Pages (from-to)73-81
Number of pages9
JournalZeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume65
Issue number1
DOIs
StatePublished - Mar 1 1983

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Kiefer Process
Occupation Measure
Strong Approximation
Limit Behavior
Law of the Iterated Logarithm
Empirical Process
Denote
Form
Empirical process
Approximation

All Science Journal Classification (ASJC) codes

  • Analysis
  • Statistics and Probability
  • Mathematics(all)

Cite this

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