On r-quick limit sets for empirical and related processes based on mixing random variables

DOI10.1016/0047-259X(82)90060-4zbMath0495.60038MaRDI QIDQ1169748

Gutti Jogesh Babu, Kesar Singh

Publication date: 1982

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

strong mixingempirical processlinear functions of order statisticsquick limit points

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Brownian motion (60J65) Sequential statistical analysis (62L10)

Related Items (3)

Kesar Singh's contributions to statistical methodology ⋮ Accuracy of the bootstrap approximation ⋮ On boundary crossings of the sample \(p\)th quantile

Cites Work

• On Chernoff-Savage statistics and sequential rank tests
• A note on first exit times with applications to sequential analysis
• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
• On r-quick convergence and a conjecture of Strassen
• Strong approximations of the quantile process
• On deviations between empirical and quantile processes for mixing random variables
• A note on empirical processes of strong-mixing sequences
• Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes
• On strassen's version of the loglog law
• On Strassen's version of the law of the iterated logarithm for Gaussian processes
• A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
• Theory of Reproducing Kernels
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