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The Functional Law of the Iterated Logarithm for the Empirical Process Based on Sample Means

Author

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  • John H. J. Einmahl

    (Eindhoven University of Technology)

  • Andrew Rosalsky

    (University of Florida)

Abstract

Consider a double array $$\left\{ {X_{i,j} ;i \geqslant 1,j \geqslant } \right\}$$ of i.i.d. random variables with mean μ and variance $$\sigma ^2 (0

Suggested Citation

  • John H. J. Einmahl & Andrew Rosalsky, 2001. "The Functional Law of the Iterated Logarithm for the Empirical Process Based on Sample Means," Journal of Theoretical Probability, Springer, vol. 14(2), pages 577-597, April.
    • Handle: RePEc:spr:jotpro:v:14:y:2001:i:2:d:10.1023_a:1011128101094
    DOI: 10.1023/A:1011128101094
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    References listed on IDEAS

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    1. Einmahl, J. H. J. & Ruymgaart, F. H., 1987. "The almost sure behavior of the oscillation modulus of the multivariate empirical process," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 87-96, November.
    2. Einmahl, J.H.J., 1987. "Multivariate empirical processes," Other publications TiSEM 4d74fa6b-5281-48ea-aa4d-5, Tilburg University, School of Economics and Management.
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