A functional law of the iterated logarithm for U-statistic type processes (Q1415864)
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English | A functional law of the iterated logarithm for U-statistic type processes |
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A functional law of the iterated logarithm for U-statistic type processes (English)
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9 December 2003
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A functional law of the iterated logarithm is proved for U-statistic type processes of the form introduced by \textit{M. Csörgő} and \textit{L. Horváth} [in: Multivariate statistics and probability, 151-168 (1989; Zbl 0709.62003)]. The result is used to determine the almost sure set of limit points for change-point estimators.
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Strassen type invariance principle
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U-statistic process
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change-point estimator
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cluster points
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antisymmetric kernel
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