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 bridges; empirical and quantile processes; weighted approximations

Mathematics Subject Classification ID

60F15: Strong limit theorems

Related Items

Weak approximations for quantile processes of stationary sequences, Weak convergence for weighted empirical processes of dependent sequences, What portion of the sample makes a partial sum asymptotically stable or normal?, Central limit theorems for \(L_ p\)-norms of density estimators, Rényi-type empirical processes, The Chibisov-O'Reilly theorem for empirical processes under contiguous measures, 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, Strong approximation of quantile processes by iterated Kiefer processes., Kac's representation from an asymptotic viewpoint, A note on the change-point problem for angular data, Convergence of integrals of uniform empirical and quantile processes, \(L_ p\)-approximations of weighted partial sum processes

Cites Work

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• 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