Asymptotics of conditional empirical processes

Using two definitions of the conditional empirical processes we obtain some approximations for these processes. We also prove the functional law of the iterated logarithm for the conditional processes. Our results say that the asymptotic behavior of the conditional and unconditional empirical processes are very similar.

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Year of publication:	1988
Authors:	Horváth, Lajos ; Yandell, Brian S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 26.1988, 2, p. 184-206
Publisher:	Elsevier
Keywords:	conditional distribution multivariate Wiener process stochastic integrals U-statistics functional laws of iterated logarithm

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

Persistent link: https://www.econbiz.de/10005160387