Integrated empirical processes in \(L^{p}\) with applications to estimate probability metrics

DOI10.3150/16-BEJ851zbMath1407.60045MaRDI QIDQ2405161

Javier Cárcamo

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1495505097

zbMATH Keywords

probability metricsstochastic integralLorentz spacesintegrated empirical processdistributional limit theoremsZolotarev metricintegrated Brownian bridgestop-loss distance

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) (L^p)-limit theorems (60F25)

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