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The law of the iterated logarithm for Lp-norms of empirical processes

Author

Listed:
  • Gajek, L.
  • Kaluszka, M.
  • Lenic, A.

Abstract

Let X1,X2,... be a sequence of i.i.d. random variables with a common continuous distribution function F and let p [greater-or-equal, slanted] 1. It is shown that where Fn denotes the empirical distribution function of the sample X1,X2,...,Xn

Suggested Citation

  • Gajek, L. & Kaluszka, M. & Lenic, A., 1996. "The law of the iterated logarithm for Lp-norms of empirical processes," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 107-110, June.
    • Handle: RePEc:eee:stapro:v:28:y:1996:i:2:p:107-110
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    Cited by:

    1. Henze, Norbert & Nikitin, Yakov & Ebner, Bruno, 2009. "Integral distribution-free statistics of Lp-type and their asymptotic comparison," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3426-3438, July.

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