Some universal results on the behavior of increments of partial sums

DOI10.1214/aop/1065725186zbMath0872.60022OpenAlexW2036094995MaRDI QIDQ2565361

Uwe Einmahl, David M. Mason

Publication date: 15 September 1997

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

Full work available at URL: https://doi.org/10.1214/aop/1065725186

zbMATH Keywords

maximal inequalitiesincrements of partial sumsquantile transformationuniversal law of the iterated logarithm

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15)

Related Items

Uniform limit theorems for wavelet density estimators ⋮ On the law of the iterated logarithm for trigonometric series with bounded gaps. II ⋮ On the limit distribution of the normality measure of random binary sequences ⋮ Probabilistic Star Discrepancy Bounds for Double Infinite Random Matrices ⋮ Cluster sets of self-normalized sums ⋮ Model selection in nonparametric regression ⋮ Towards a universal self-normalized moderate deviation ⋮ Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data ⋮ Uniform in bandwidth exact rates for a class of kernel estimators ⋮ Consistency of kernel density estimators for causal processes ⋮ Converses to the Csörgő-Révész laws ⋮ Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data ⋮ An empirical process approach to the uniform consistency of kernel-type function estimators