On r-quick limit sets for empirical and related processes based on mixing random variables

DOI10.1016/0047-259X(82)90060-4zbMATH Open0495.60038MaRDI QIDQ1169748FDOQ1169748

Authors: G. Jogesh Babu, Kesar Singh 

Publication date: 1982

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

zbMATH Keywords

empirical processstrong mixinglinear functions of order statisticsquick limit points

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Central limit and other weak theorems (60F05) Brownian motion (60J65) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• Theory of Reproducing Kernels
• Title not available (Why is that?)
• On deviations between empirical and quantile processes for mixing random variables
• A note on empirical processes of strong-mixing sequences
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• Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes
• Strong approximations of the quantile process
• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
• Title not available (Why is that?)
• A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
• On Strassen's version of the law of the iterated logarithm for Gaussian processes
• On Chernoff-Savage statistics and sequential rank tests
• On r-quick convergence and a conjecture of Strassen
• On strassen's version of the loglog law
• Title not available (Why is that?)
• A note on first exit times with applications to sequential analysis

Cited In (3)

• Kesar Singh's contributions to statistical methodology
• Accuracy of the bootstrap approximation
• On boundary crossings of the sample \(p\)th quantile

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