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April, 1977 A Martingale Inequality for the Empirical Process
Jon A. Wellner
Ann. Probab. 5(2): 303-308 (April, 1977). DOI: 10.1214/aop/1176995856


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.


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Jon A. Wellner. "A Martingale Inequality for the Empirical Process." Ann. Probab. 5 (2) 303 - 308, April, 1977.


Published: April, 1977
First available in Project Euclid: 19 April 2007

zbMATH: 0369.60051
MathSciNet: MR436296
Digital Object Identifier: 10.1214/aop/1176995856

Primary: 62E10
Secondary: 60F15 , 60G45

Keywords: empirical process , Inequalities‎ , Law of the iterated logarithm , martingale

Rights: Copyright © 1977 Institute of Mathematical Statistics

Vol.5 • No. 2 • April, 1977
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