The central limit theorem and the law of iterated logarithm for empirical processes under local conditions

DOI10.1007/BF00334041zbMath0618.60022MaRDI QIDQ1822406

Yanyan Li

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

empirical processes; central limit theorem; law of iterated logarithm

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60F17: Functional limit theorems; invariance principles

Related Items

Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data, Laws of the iterated logarithm for partial sum processes indexed by functions, Rates of convergence for minimum contrast estimators, The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach, Kaplan-Meier estimators of distance distributions for spatial point processes, Consistent specification tests for semiparametric/nonparametric models based on series estimation methods, Concentration inequalities, large and moderate deviations for self-normalized empirical processes, Weak convergence of some classes of martingales with jumps., Bootstraps of sums of independent but not identically distributed stochastic processes, Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions, Equivalent processes of total time on test, Lorenz and inverse Lorenz processes, Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type, The Central Limit Theorem for Empirical Processes Under Local Conditions: The Case of Radon Infinitely Divisible Limits without Gaussian Component

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The central limit theorem for empirical processes on Vapnik- Červonenkis classes
• Regularity of Gaussian processes
• Some results on the continuity of stable processes and the domain of attraction of continuous stable processes
• The bounded law of the iterated logarithm for the weighted empirical distribution process in the non-i.i.d. case
• Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes
• Probability inequalities for empirical processes and a law of the iterated logarithm
• Some limit theorems for empirical processes (with discussion)
• Weighted empirical and quantile processes
• Central limit theorem and increment conditions
• Donsker classes and random geometry
• A central limit theorem under metric entropy with \(L_ 2\) bracketing
• Log log laws for empirical measures
• Some results on the LIL in Banach space with applications to weighted empirical processes
• Central limit theorems for C(S)-valued random variables
• A counterexample for Banach space valued random variables
• Kolmogorov's law of the iterated logarithm for Banach space valued random variables
• Some stability results for vector valued random variables
• Central limit theorems for empirical measures
• The central limit theorem for stochastic processes
• Continuity Properties of Some Gaussian Processes
• Probability Inequalities for the Sum of Independent Random Variables
• Invariance principles for sums of Banach space valued random elements and empirical processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3956139 Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique]
• [https://portal.mardi4nfdi.de/wiki/Publication:4104649 Mesures majorantes et th�or�me de la limite centrale dans C(S)]
• [https://portal.mardi4nfdi.de/wiki/Publication:4181018 Relation entre th�or�me central-limite et loi du logarithme it�r� dans les espaces de Banach]