Approximations of weighted empirical and quantile processes

DOI10.1016/0167-7152(86)90043-XzbMath0676.60042MaRDI QIDQ1122863

Lajos Horváth, Miklós Csörgő

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Brownian bridgesempirical and quantile processesweighted approximations

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (15)

Strong approximation of quantile processes by iterated Kiefer processes. ⋮ Convergence of integrals of uniform empirical and quantile processes ⋮ \(L_ p\)-approximations of weighted partial sum processes ⋮ Kac's representation from an asymptotic viewpoint ⋮ Central limit theorems for \(L_ p\)-norms of density estimators ⋮ A note on the change-point problem for angular data ⋮ Weak approximations for quantile processes of stationary sequences ⋮ Weak convergence for weighted empirical processes of dependent sequences ⋮ Rényi-type empirical processes ⋮ Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics ⋮ The central limit theorem for empirical and quantile processes in some Banach spaces ⋮ Central limit theorems for the Wasserstein distance between the empirical and the true distributions ⋮ Approximation of intermediate quantile processes ⋮ What portion of the sample makes a partial sum asymptotically stable or normal? ⋮ The Chibisov-O'Reilly theorem for empirical processes under contiguous measures

Cites Work

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• What portion of the sample makes a partial sum asymptotically stable or normal?
• On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
• Kernel estimates of the tail index of a distribution
• Weighted empirical and quantile processes
• Normal and stable convergence of integral functions of the empirical distribution function
• The asymptotic distribution of sums of extreme values from a regularly varying distribution
• Estimation of influence functions
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Central limit theorems for sums of extreme values
• An approximation of partial sums of independent RV's, and the sample DF. II
• Limit theorems for the ratio of the empirical distribution function to the true distribution function

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