A martingale inequality for the empirical process
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Publication:1243953
DOI10.1214/AOP/1176995856zbMATH Open0369.60051OpenAlexW2082762710MaRDI QIDQ1243953FDOQ1243953
Authors: Jon A. Wellner
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995856
Characterization and structure theory of statistical distributions (62E10) Nonparametric inference (62G99) Strong limit theorems (60F15)
Cited In (5)
- A goodness-of-fit test for heavy tailed distributions with unknown parameters and its application to simulated precipitation extremes in the Euro-Mediterranean region
- Non-parametric change-point estimation using string matching algorithms
- On the Hàjek-Rènyi inequality
- The law of the iterated logarithm for random variables with heavy tails and empirical processes
- Central limit theorem for weighted martingales with applications
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