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A general form of the law of the iterated logarithm for the weighted multivariate empirical process |
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| Institution: | University of Limburg, Maastricht, The Netherlands |
| Abstract: | A law of the iterated logarithm in “the middle” is established for weighted empirical processes based on a sequence of i.i.d. random vectors, uniformly distributed on the (multivariate) unit square. This result unifies several results in the literature. |
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