Nonstandard Functional Laws of the Iterated Logarithm for Tail Empirical and Quantile Processes
Deheuvels, Paul ; Mason, David M.
Ann. Probab., Tome 18 (1990) no. 4, p. 1693-1722 / Harvested from Project Euclid
Let $\{\alpha_n(t), 0 \leq t \leq 1\}$ and $\{\beta_n(s), 0 \leq s \leq 1\}$ denote the uniform empirical and quantile processes. We show that, for suitable sequences $A(n, \kappa_n)$ and $B(n, l_n)$, the tail empirical process $\{A(n, \kappa_n)\alpha_n(n^{-1}\kappa_nt), 0 \leq t \leq 1\}$ and the tail quantile process $\{B(n, l_n)\beta_n(n^{-1}l_n s), 0 \leq s \leq 1\}$ are almost surely relatively compact in appropriate topological spaces, where $0 \leq \kappa_n \leq n$ and $0 \leq l_n \leq n$ are sequences such that $\kappa_n$ and $l_n$ are $O(\log \log n)$ as $n \rightarrow \infty$. The limit sets of functions are defined through integral conditions and differ from the usual Strassen set obtained when $\kappa_n$ and $l_n$ are $\infty(\log \log n)$ as $n \rightarrow \infty$. Our results enable us to describe the strong limiting behavior of classical statistics based on the top extreme order statistics of a sample or on the empirical distribution function considered in the tails.
Publié le : 1990-10-14
Classification:  Functional laws of the iterated logarithm,  empirical and quantile processes,  order statistics,  extreme values,  large deviations,  strong laws,  60F15,  60F05,  62G30,  60F17
@article{1176990642,
     author = {Deheuvels, Paul and Mason, David M.},
     title = {Nonstandard Functional Laws of the Iterated Logarithm for Tail Empirical and Quantile Processes},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 1693-1722},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990642}
}
Deheuvels, Paul; Mason, David M. Nonstandard Functional Laws of the Iterated Logarithm for Tail Empirical and Quantile Processes. Ann. Probab., Tome 18 (1990) no. 4, pp.  1693-1722. http://gdmltest.u-ga.fr/item/1176990642/