Nonstandard strong laws for local quantile processes
Let \(\{U_n:n\geq 1\}\) be a sequence of independent and identically distributed uniform \((0,1)\) random variables, and for every integer \(n\geq 1\), let \(V_n(x), -\infty<x<\infty\), denote the empirical quantile function pertaining to \(U_1,\dots,U_n\) (with \(V_n(x)=0\) for \(x<0\) and \(V_n(x)=V_n(1)\) for \(x\geq 1\)). Let \(\beta_n(x)=n^{1/2}(V_n(x)-x)\) denote the corresponding uniform empirical quantile process, and consider the increment functions NEWLINE\[NEWLINE\zeta_n(a,t;s)=\beta_n(t+as)-\beta_n(t) \quad \text{and}\quad v_n(a,t;s)=V_n(t+as)-V_n(t)NEWLINE\]NEWLINE for \(a\geq 0\) and \(-\infty<s,t<\infty\). The present paper describes in detail the asymptotic almost sure behavior of \(\zeta_n(h_n,t_0;1)\), \(\sup_{0\leq s\leq 1}\zeta_n(h_n,t_0;s)\) and \(v_n(h_n,t_0;1)\) for \(h_n\sim Bn^{-1}\log n\) with \(0<B<\infty\) and \(0<t_0<1\), both in a one-dimensional and functional form. As turns out, the limit laws for \(0<t_0<1\) are different from those valid for \(t_0=0\).
- Strong laws for local quantile processes
- Functional laws of the iterated logarithm for the increments of empirical and quantile processes
- Strong limit theorems for weighted quantile processes
- Functional laws of the iterated logarithm for large increments of empirical and quantile processes
- Strong laws for quantiles corresponding to moving blocks of random variables
- A functional law of the iterated logarithm for tail quantile processes
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- A Note on Quantiles in Large Samples
- A strong invariance theorem for the tail empirical process
- A strong limit theorem for the oscillation modulus of the uniform empirical quantile process
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- An Estimate Concerning the Kolmogroff Limit Distribution
- An invariance principle for the law of the iterated logarithm
- Asymptotic probabilities and differential equations
- Bahadur-Kiefer-type processes
- Functional laws of the iterated logarithm for large increments of empirical and quantile processes
- Functional laws of the iterated logarithm for local empirical processes indexed by sets
- Functional laws of the iterated logarithm for small increments of empirical processes
- Functional laws of the iterated logarithm for the increments of empirical and quantile processes
- Gaussian approximation of local empirical processes indexed by functions
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- Kiefer's theorem via the Hungarian construction
- Large deviations for processes with independent increments
- Nonstandard functional laws of the iterated logarithm for tail empirical and quantile processes
- Nonstandard local empirical processes indexed by sets
- On Bahadur's Representation of Sample Quantiles
- On the rate of clustering to the Strassen set for increments of the uniform empirical process
- Strassen-type functional laws for strong topologies
- Strong laws for local quantile processes
- Strong laws for the k-th order statistic when k\(\leq c\,\log _ 2\,n\)
- Strong laws for the maximal k-spacing when k?c log n
- Strong limit theorems for oscillation moduli of the uniform empirical process
- Strong limit theorems for weighted quantile processes
- THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
- The law of the iterated logarithm on subsequences-characterizations
- The oscillation behavior of empirical processes
- Strong laws for quantiles corresponding to moving blocks of random variables
- A functional law of the iterated logarithm for tail quantile processes
- Functional laws of the iterated logarithm for the increments of empirical and quantile processes
- Strong laws for local quantile processes
- On the oscillations of compound Poisson processes
- The uniform asymptotics on the sample quantile process
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