Strong Approximations of the Quantile Process
Csorgo, Miklos ; Revesz, Pal
Ann. Statist., Tome 6 (1978) no. 1, p. 882-894 / Harvested from Project Euclid
Let $q_n(y), 0 < y < 1,$ be a quantile process based on a sequence of i.i.d. rv with distribution function $F$ and density function $f.$ Given some regularity conditions on $F$ the distance of $q_n(y)$ and the uniform quantile process $u_n(y),$ respectively defined in terms of the order statistics $X_{k:n}$ and $U_{k:n} = F(X_{k:n}),$ is computed with rates. As a consequence we have an extension of Kiefer's result on the distance between the empirical and quantile processes, a law of iterated logarithm for $q_n(y)$ and, using similar results for the uniform quantile process $u_n(y),$ it is also shown that $q_n(y)$ can be approximated by a sequence of Brownian bridges as well as by a Kiefer process.
Publié le : 1978-07-14
Classification:  Quantile process,  strong approximations,  strong invariance,  Gaussian processes,  convergence rates,  62G30,  60F15
@article{1176344261,
     author = {Csorgo, Miklos and Revesz, Pal},
     title = {Strong Approximations of the Quantile Process},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 882-894},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344261}
}
Csorgo, Miklos; Revesz, Pal. Strong Approximations of the Quantile Process. Ann. Statist., Tome 6 (1978) no. 1, pp.  882-894. http://gdmltest.u-ga.fr/item/1176344261/