Nonstandard local empirical processes indexed by sets
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Publication:1890870
DOI10.1016/0378-3758(94)00065-4zbMath0821.60036OpenAlexW2040786855WikidataQ126324159 ScholiaQ126324159MaRDI QIDQ1890870
Paul Deheuvels, David M. Mason
Publication date: 27 September 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(94)00065-4
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (8)
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications ⋮ Fold-up derivatives of set-valued functions and the change-set problem: a survey ⋮ Non standard functional limit laws for the increments of the compound empirical distribution function ⋮ Nonstandard strong laws for local quantile processes ⋮ Some new almost sure results on the functional increments of the uniform empirical process ⋮ Differentiation of sets in measure ⋮ Local empirical processes near boundaries of convex bodies ⋮ Poisson and Gaussian approximation of weighted local empirical processes
Cites Work
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- The almost sure behavior of maximal and minimal multivariate \(k_ n\)- spacings
- A strong invariance theorem for the tail empirical process
- Functional laws of the iterated logarithm for the increments of empirical and quantile processes
- Functional laws of the iterated logarithm for local empirical processes indexed by sets
- Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
- A tail empirical process approach to some nonstandard laws of the iterated logarithm
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