The law of the iterated logarithm for Lp-norms of empirical processes

Let X1,X2,... be a sequence of i.i.d. random variables with a common continuous distribution function F and let p [greater-or-equal, slanted] 1. It is shown that where Fn denotes the empirical distribution function of the sample X1,X2,...,Xn

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Year of publication:	1996
Authors:	Gajek, L. ; Kaluszka, M. ; Lenic, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 2, p. 107-110
Publisher:	Elsevier
Subject:	62G30 Empirical distribution function Law of iterated logarithm (LIL) Lp-limit theorems

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

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