A pointwise almost sure Bahadur-Kiefer-type representation for the product limit estimator (Q2365594): Difference between revisions

This paper provides a strong approximation for the Bahadur-Kiefer-type process in the right-censored case, based on the product limit estimator. The approximation is a generalization of the results derived by \textit{J. Kiefer} [Ann. Math. Stat. 38, 1323-1342 (1967; Zbl 0158.370) and Proc. 6th Berkeley Sympos. math. Statist. Probab., Univ. Calif. 1970, 1, 227- 244 (1972; Zbl 0264.62015)] in the uncensored case, and an improvement of a similar result obtained by \textit{J. Beirlant} and \textit{J. H. J. Einmahl} [J. Multivariate Anal. 35, No. 2, 276-294 (1990; Zbl 0712.62041)] in the uniform case. From this approximation the pointwise rate of consistency of the corresponding Bahadur-Kiefer-type statistic is derived.