THE LAW OF THE ITERATED LOGARITHM FOR U-PROCESSES

被引:12
作者
ARCONES, MA
机构
关键词
LAW OF THE ITERATED LOGARITHM; U-STATISTICS; EMPIRICAL PROCESSES; M-ESTIMATORS;
D O I
10.1006/jmva.1993.1075
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
Sufficient conditions for the law of the iterated logarithm for non-degenerate U-processes are presented. The law of the iterated logarithm for V-C subgraph classes of functions is obtained under second moment of the envelope. A bracketing condition for the law of the iterated logarithm for U-processes is presented. Applications to the law of the iterated logarithm of U-statistics with estimated parameters and M-estimators are mentioned. © 1993 Academic Press Inc.
引用
收藏
页码:139 / 151
页数:13
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