Asymptotic deviations between perturbed empirical and quantile processes

DOI10.1016/0378-3758(92)90050-3zbMath0755.60024OpenAlexW2023782078MaRDI QIDQ1200625

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)

Related Items (4)

The asymptotic law of the local oscillation modulus of the empirical process ⋮ On the smoothed bootstrap ⋮ On \(M\)-estimators and normal quantiles. ⋮ Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables

Cites Work

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• Probability Inequalities for Sums of Bounded Random Variables
• A Note on Quantiles in Large Samples
• Some New Estimates for Distribution Functions
• On Bahadur's Representation of Sample Quantiles
• An Invariance Principle for Reversed Martingales

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