Laws of the iterated logarithm in the tails for weighted uniform empirical processes

DOI10.1214/AOP/1176991889zbMATH Open0652.60038OpenAlexW2161239605MaRDI QIDQ1107207FDOQ1107207

Authors: John H. J. Einmahl, David M. Mason 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aop/1176991889

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zbMATH Keywords

extreme valuesorder statisticslaws of the iterated logarithmweighted uniform empirical processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

Cited In (18)

• The bounded law of the iterated logarithm for the weighted empirical distribution process in the non-i.i.d. case
• A general form of the law of the iterated logarithm for the weighted multivariate empirical process
• Title not available (Why is that?)
• Limit theorems for the negative parts of weighted multivariate empirical processes with application
• Weighted uniform consistency of kernel density estimators.
• A law of the iterated logarithm for heavy-tailed random vectors
• Title not available (Why is that?)
• Chung-type functional laws of the iterated logarithm for tail empirical processes
• Title not available (Why is that?)
• On the standarized empirical process
• Return level bounds for discrete and continuous random variables
• Poisson and Gaussian approximation of weighted local empirical processes
• Limit laws for the norms of extremal samples
• The empirical distribution function as a tail estimator
• Limit theorems for tail processes with application to intermediate quantile estimation
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• A strong invariance theorem of the tail empirical copula processes
• A tail empirical process approach to some nonstandard laws of the iterated logarithm

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