Asymptotic results for hybrids of empirical and partial sums processes

被引:5
作者
Alvarez-Andrade, Sergio [1 ]
Bouzebda, Salim [1 ]
机构
[1] Univ Technol Compiegne, Lab Math, F-60205 Compiegne, France
关键词
Empirical processes; Partial sums; Gaussian process; Strong approximations; Weighted bootstrap processes; Precise asymptotics; Complete moment convergence; Baum-Katz; Convergence rates; PRECISE ASYMPTOTICS; RANDOM-VARIABLES; BAUM-KATZ; COMPLETE CONVERGENCE; MOMENT CONVERGENCE; ITERATED LOGARITHM; BOOTSTRAP METHODS; LARGE NUMBERS; LAW; APPROXIMATIONS;
D O I
10.1007/s00362-013-0557-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The present paper is devoted to the study of the hybrids of empirical and partial sums processes. In the first part, we present a synthesis of results related to these processes and their connection with the empirical and compound process. We obtain new results on the precise asymptotics in the law of the logarithm related to complete convergence and a.s. convergence, under some mild conditions, for the hybrids of empirical and partial sums processes. Finally, the weighted bootstrap processes and general hybrid processes are also discussed.
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页码:1121 / 1143
页数:23
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