A pointwise almost sure Bahadur-Kiefer-type representation for the product limit estimator

DOI10.1006/jmva.1993.1022zbMath0773.60020MaRDI QIDQ2365594

Daniel Pierre-Loti-Viaud

Publication date: 29 June 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1022

zbMATH Keywords

law of the iterated logarithm; product limit estimator; strong approximation for the Bahadur- Kiefer-type process

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60F15: Strong limit theorems

60F17: Functional limit theorems; invariance principles

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Bahadur-kiefer theorems for kernel smooth product-limit quantile estimator, Laws of the iterated logarithm for iterated Wiener processes