Strassen-type invariance principles for exchangeable sequences

We prove strong invariance principles for exchangeable sequences of real random variables. Under the same conditions as those used for the central limit theorem, we obtain Strassen's invariance principle.

MoreLess

Year of publication:	1988
Authors:	Dabrowski, AndréRobert
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 7.1988, 1, p. 23-26
Publisher:	Elsevier
Keywords:	exchangeability strong invariance principle dependent random variables

More details

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

Persistent link: https://www.econbiz.de/10005254944