A generalization of the Chung-Mogul'skii law of the iterated logarithm

The so-called "other law of the iterated logarithm" was first given by Chung (Trans. Amer. Math. Soc.64 (1948), 205-233) and Mogul'skii (Theor. Probab. Appl.24 (1979), 405-413) respectively for a sequence of independent random variables and for the standard empirical process. In this work, we generalize their result for the empirical process of U-statistic structure with the kernel g(x1, ..., xm) = max1 <= i <= mxi.

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Year of publication:	1991
Authors:	Shi, Z.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 37.1991, 2, p. 269-278
Publisher:	Elsevier
Keywords:	U-statistics empirical process other law of the iterated logarithm small deviation Brownian motion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221255