The general form of the law of the iterated logarithm for generalized Kolmogorov-Smirnov-Renyi statistics

Chung's general form of the law of the iterated logarithm for the Kolmogorov statistic (Trans. Amer. Math. Soc. 67, 36-50) is generalized to a wide class of statistics including some important Renyi statistics.

MoreLess

Year of publication:	1976
Authors:	Krumbholz, W.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 4, p. 653-658
Publisher:	Elsevier
Keywords:	Empirical process Kolmogorov statistic Renyi statistics Law of the iterated logarithm

More details

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

Persistent link: https://www.econbiz.de/10005160626