An K^p-view of a general version of the Bahadur-Kiefer process

DOI10.1023/A:1011346816476MaRDI QIDQ1600580zbMATH OpenOpenAlexFDO

Authors Miklós Csörgo, Zhan Shi

Publication date 16 June 2002

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1011346816476

zbMATH Keywords

Bahadur-Kiefer processBrownian bridge

Mathematics Subject Classification ID

Strong limit theorems (60F15) Generalized stochastic processes (60G20) Parametric tolerance and confidence regions (62F25)

Review text

Csörgő and Révész initiated in the 1980's the study of the almost sure asymptotic behavior of general empirical quantile and Bahadur-Kiefer processes, in the uniform sup-norm. The paper under review extends some of the post-Csörgő-Révész results in the \(L^p\)-norm.

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(5)

• Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
• An \(L^p\)-view of the Bahadur-Kiefer theorem
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• Perron–Frobenius theory for kernels and Crump–Mode–Jagers processes with macro-individuals
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