Approximation of the basic martingale

DOI10.1214/AOS/1176325485zbMath0814.60043OpenAlexW2076346777MaRDI QIDQ1339680

Alex J. Koning

Publication date: 13 June 1995

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

Full work available at URL: https://doi.org/10.1214/aos/1176325485

zbMATH Keywords

exponential inequalitycounting processrandom censoring modelcompensatorempirical process approach

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

On Wieand's theorem ⋮ Estimations in homoscedastic linear regression models with censored data: An empirical process approach ⋮ KMT‐type inequalities and goodness‐of‐fit tests ⋮ Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ A conversation with Estate V. Khmaladze

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