The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes

DOI10.1016/0047-259X(87)90005-4zbMath0609.62030OpenAlexW2085047082MaRDI QIDQ1086934

John H. J. Einmahl, Frits H. Ruymgaart

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90005-4

zbMATH Keywords

exponential boundmultivariate empirical processexact order of magnitudemoments of the modulus of continuitymultiparameter Poisson processstandardized Poisson process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Consistency of the mean and the principal components of spatially distributed functional data, Limit theorems for the negative parts of weighted multivariate empirical processes with application, On the lrerror in histogram density estimation: The multidimensional case

Cites Work

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• Convergence of a class of empirical distribution functions of dependent random variables
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• Sample functions of the \(N\)-parameter Wiener process
• Strong limit theorems for oscillation moduli of the uniform empirical process
• An inequality involving multinomial probabilities