The Annals of Probability

A Martingale Inequality for the Empirical Process

Jon A. Wellner

Full-text: Open access

Abstract

A martingale inequality for the $\rho_q$ distance from the uniform empirical process to zero is proved, compared with other inequalities for the process, and used to establish a law of the iterated logarithm.

Article information

Source
Ann. Probab., Volume 5, Number 2 (1977), 303-308.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176995856

Digital Object Identifier
doi:10.1214/aop/1176995856

Mathematical Reviews number (MathSciNet)
MR436296

Zentralblatt MATH identifier
0369.60051

JSTOR
links.jstor.org

Subjects
Primary: 62E10: Characterization and structure theory
Secondary: 60G45 60F15: Strong theorems

Keywords
Inequalities empirical process martingale law of the iterated logarithm

Citation

Wellner, Jon A. A Martingale Inequality for the Empirical Process. Ann. Probab. 5 (1977), no. 2, 303--308. doi:10.1214/aop/1176995856. https://projecteuclid.org/euclid.aop/1176995856


Export citation