Embedding the finite sampling process at a rate

DOI10.1214/AOP/1176990453zbMath0731.60026OpenAlexW1983116537MaRDI QIDQ808088

Galen R. Shorack

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990453

zbMATH Keywords

Brownian bridgerandom permutationSkorokhod embedding for martingalesweighted in-probability approximation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Two-Sample Test Against One-Sided Alternatives ⋮ Approximations to permutation and exchangeable processes ⋮ A family of test statistics for DMRL (IMRL) alternatives ⋮ Inequalities for quantile functions with a uniform studentized clt that includes trimming ⋮ Linear rank statistics, finite sampling, permutation tests and Winsorizing ⋮ Tests of linear hypotheses based on regression rank scores

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