Optimal bounds for the Prokhorov distance of the Miller-Sen process and Brownian motion

被引：3

作者：

Ferger, D ^{[1
]}

机构：

[1] Univ Giessen, Inst Math, D-35392 Giessen, Germany

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1998年 / 42卷 / 01期

关键词：

nondegenerate U-processes; the Prokhorov-metric; Hoeffding-decomposition; partial sum process;

D O I：

10.1137/S0040585X97976040

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：

We consider U-processes introduced by Miller and Sen. Exact rates of convergence to Brownian motion in the sense of Prokhorov's metric are established.

引用

页码：155 / 162

页数：8

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