Speed of Convergence of Classical Empirical Processes in
		 $p$-variation Norm

Huang, Yen-Chen; Dudley, R.M.

Speed of Convergence of Classical Empirical Processes in $p$-variation Norm

Ann. Probab., Tome 29 (2001) no. 1, p. 1625-1636 / Harvested from Project Euclid

Résumé

Let $F$ be any distribution function on $\mathbb{R}$, and $F_n$ be the$n$th empirical distribution function based on fariables i.i.d. ($F$). It is shown that for $2

Publié le : 2001-10-14
Classification: Brownian bridge, Orlicz norms, 62G30, 60F17

@article{1015345765,
     author = {Huang, Yen-Chen and Dudley, R.M.},
     title = {Speed of Convergence of Classical Empirical Processes in
		 $p$-variation Norm},
     journal = {Ann. Probab.},
     volume = {29},
     number = {1},
     year = {2001},
     pages = { 1625-1636},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015345765}
}

Huang, Yen-Chen; Dudley, R.M. Speed of Convergence of Classical Empirical Processes in
		 $p$-variation Norm. Ann. Probab., Tome 29 (2001) no. 1, pp.  1625-1636. http://gdmltest.u-ga.fr/item/1015345765/