A simple proof of a rate of embedding for the partial sum process

DOI10.1111/j.1467-9574.1990.tb01285.xzbMath0726.60079OpenAlexW2132432152MaRDI QIDQ3350426

Galen R. Shorack

Publication date: 1990

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1990.tb01285.x

zbMATH Keywords

Skorokhod embeddingHájek-Rényi inequalityreflection principle for Brownian motion

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

Related Items (4)

Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics ⋮ Nonparametric estimation of multivariate scale mixtures of uniform densities ⋮ A family of test statistics for DMRL (IMRL) alternatives ⋮ Inequalities for quantile functions with a uniform studentized clt that includes trimming

Cites Work

• Application of the Skorokhod Representation Theorem to Rates of Convergence for Linear Combinations of Order Statistics
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