Abstract
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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The authors are grateful to the Editor-in-Chief, an Associate Editor and the two anonymous referees for thorough proofreading and numerous comments which led to a considerable improvement of the presentation.
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Alvarez-Andrade, S., Bouzebda, S. Asymptotic results for hybrids of empirical and partial sums processes. Stat Papers 55, 1121–1143 (2014). https://doi.org/10.1007/s00362-013-0557-3
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DOI: https://doi.org/10.1007/s00362-013-0557-3
Keywords
- Empirical processes
- Partial sums
- Gaussian process
- Strong approximations
- Weighted bootstrap processes
- Precise asymptotics
- Complete moment convergence
- Baum–Katz
- Convergence rates