Speed of convergence of classical empirical processes in \(p\)-variation norm

DOI10.1214/aop/1015345765zbMath1010.62039OpenAlexW1493188543MaRDI QIDQ1872240

Yen-Chin Huang, Richard M. Dudley

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aop/1015345765

zbMATH Keywords

Brownian bridgeOrlicz norms

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Related Items (4)

A random walk through Canadian contributions on empirical processes and their applications in probability and statistics ⋮ Testing monotonicity of a hazard: asymptotic distribution theory ⋮ Convergence in law of partial sum processes in \(p\)-variation norm ⋮ Estimating a changed segment in a sample

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