Asymptotic deviations between perturbed empirical and quantile processes

DOI10.1016/0378-3758(92)90050-3MaRDI QIDQ1200625zbMATH OpenOpenAlexFDO

Authors Stefan S. Ralescu

Publication date 16 January 1993

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(92)90050-3

zbMATH Keywords

invariance principleslaws of the iterated logarithmkernel smoothing methodalmost sure deviation results between perturbed empirical and quantile processesBahadur-Kiefer type representations

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

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Cites work

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• A Note on Quantiles in Large Samples
• A note on the asymptotically optimal bandwidth for Nadaraya's quantile estimator
• A remainder estimate for the normal approximation of perturbed sample quantiles
• An Invariance Principle for Reversed Martingales
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Asymptotic Representations of the Multivariate Empirical Distribution Function and Applications
• Convergence rate of perturbed empirical distribution functions
• Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
• On Bahadur's Representation of Sample Quantiles
• On a class of stopping times for M-estimators
• Probability Inequalities for Sums of Bounded Random Variables
• Some New Estimates for Distribution Functions
• The oscillation behavior of empirical processes

Cited in

(15)

• scientific article; zbMATH DE number 1414179 (Why is no real title available?)
• Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
• On the smoothed bootstrap
• scientific article; zbMATH DE number 1390528 (Why is no real title available?)
• Asymptotic dependence between random central quasi-ranges and random empirical quantiles
• On the distance between smoothed empirical and quantile processes
• Large deviation properties for empirical quantile-type production functions
• Perturbed empirical distribution functions and quantiles under dependence
• Empirical anomaly measure for finite-variance processes
• scientific article; zbMATH DE number 926586 (Why is no real title available?)
• The asymptotic law of the local oscillation modulus of the empirical process
• scientific article; zbMATH DE number 895831 (Why is no real title available?)
• Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
• On M-estimators and normal quantiles.
• Some asymptotic properties between smooth empirical and quantile processes for dependent random variables

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