The central limit theorem and the law of iterated logarithm for empirical processes under local conditions

DOI10.1007/BF00334041zbMath0618.60022OpenAlexW2083005869MaRDI QIDQ1822406

Yanyan Li

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00334041

zbMATH Keywords

empirical processescentral limit theoremlaw of iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (16)

Concentration inequalities, large and moderate deviations for self-normalized empirical processes ⋮ Weak convergence of some classes of martingales with jumps. ⋮ Rates of convergence for minimum contrast estimators ⋮ Bootstraps of sums of independent but not identically distributed stochastic processes ⋮ The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach ⋮ Kaplan-Meier estimators of distance distributions for spatial point processes ⋮ Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type ⋮ Laws of the iterated logarithm for partial sum processes indexed by functions ⋮ Limit Theorems for Quantile and Depth Regions for Stochastic Processes ⋮ Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions ⋮ A CLT for weighted time-dependent uniform empirical processes ⋮ Equivalent processes of total time on test, Lorenz and inverse Lorenz processes ⋮ Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data ⋮ A Donsker-type theorem for log-likelihood processes ⋮ The Central Limit Theorem for Empirical Processes Under Local Conditions: The Case of Radon Infinitely Divisible Limits without Gaussian Component ⋮ Consistent specification tests for semiparametric/nonparametric models based on series estimation methods

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• [https://portal.mardi4nfdi.de/wiki/Publication:3956139 Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique]
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