On the Distance Between Smoothed Empirical and Quantile Processes
Csorgo, Miklos ; Horvath, Lajos
Ann. Statist., Tome 23 (1995) no. 6, p. 113-131 / Harvested from Project Euclid
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We consider Bahadur-Kiefer representations for smoothed quantile processes. We prove that the asymptotics of the distance between smoothed empirical and quantile processes can be completely different from that of the unsmoothed ones. We obtain a complete characterization of the possible limits.
Publié le : 1995-02-14
Classification:  Kernel-smoothing,  Bahadur-Kiefer representation,  Brownian bridge,  empirical process,  quantile process,  62G30,  60F05 
@article{1176324458,
     author = {Csorgo, Miklos and Horvath, Lajos},
     title = {On the Distance Between Smoothed Empirical and Quantile Processes},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 113-131},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176324458}
}

Csorgo, Miklos; Horvath, Lajos. On the Distance Between Smoothed Empirical and Quantile Processes. Ann. Statist., Tome 23 (1995) no. 6, pp.  113-131. http://gdmltest.u-ga.fr/item/1176324458/