Strong approximation of quantile processes by iterated Kiefer processes.

DOI10.1214/AOP/1019160265MaRDI QIDQ1872145zbMATH OpenOpenAlexFDO

Authors P. Deheuvels

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1019160265

zbMATH Keywords

almost sure convergenceBahadur-Kiefer-type theoremsempirical processesiterated Gaussian processesiterated Wiener processKiefer processeslaw of the iterated logarithmorder statisticsquantile processesstrong approximationstrong invariance principlesstrong lawsWiener process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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Cited in

(16)

• On the approximation of quantile processes by Kiefer processes
• Strong laws for local quantile processes
• Bahadur-Kiefer representations for time dependent quantile processes
• On the ranked excursion heights of a Kiefer process
• Strong consistency of local linear estimation of a conditional density function under random censorship
• An \(L^p\)-view of the Bahadur-Kiefer theorem
• On kernel density and mode estimates for associated and censored data
• Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors
• scientific article; zbMATH DE number 3949394 (Why is no real title available?)
• A Bahadur--Kiefer Law forthe Nadaraya Empiric-Quantile Processes
• scientific article; zbMATH DE number 895831 (Why is no real title available?)
• Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
• Single functional index quantile regression under general dependence structure
• Randomly censored quantile regression estimation using functional stationary ergodic data
• Strong Approximation of Quantile Function for Strong Mixing and Censored Processes
• Some new almost sure results on the functional increments of the uniform empirical process

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