A martingale inequality for the $\rho_q$ distance from the uniform empirical process to zero is proved, compared with other inequalities for the process, and used to establish a law of the iterated logarithm.
Publié le : 1977-04-14
Classification:
Inequalities,
empirical process,
martingale,
law of the iterated logarithm,
62E10,
60G45,
60F15
@article{1176995856,
author = {Wellner, Jon A.},
title = {A Martingale Inequality for the Empirical Process},
journal = {Ann. Probab.},
volume = {5},
number = {6},
year = {1977},
pages = { 303-308},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995856}
}
Wellner, Jon A. A Martingale Inequality for the Empirical Process. Ann. Probab., Tome 5 (1977) no. 6, pp. 303-308. http://gdmltest.u-ga.fr/item/1176995856/