Asymptotic Tail Behavior of Uniform Multivariate Empirical Processes
Csorgo, Miklos ; Horvath, Lajos
Ann. Probab., Tome 18 (1990) no. 4, p. 1723-1738 / Harvested from Project Euclid
Let $\alpha_n$ be the empirical process of independent uniformly distributed random vectors on the unit square $I^2$. We study the asymptotic distribution of the random variable $\sup|\alpha_n(s,t)|/(s^\nu t^\mu L(s)G(s))$ when $\sup$ is taken over various subintervals of $I^2$. We show that in the case of $-\infty < \mu, \nu < 1/2$ the limit is given in terms of a two-time parameter Wiener process, and for $1/2 < \mu, \nu < \infty$ it is determined by a Poisson process.
Publié le : 1990-10-14
Classification:  Multivariate empirical process,  two-time parameter Wiener and Poisson processes,  weak convergence,  weighted processes,  tail behavior,  60F05,  60F17
@article{1176990643,
     author = {Csorgo, Miklos and Horvath, Lajos},
     title = {Asymptotic Tail Behavior of Uniform Multivariate Empirical Processes},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 1723-1738},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990643}
}
Csorgo, Miklos; Horvath, Lajos. Asymptotic Tail Behavior of Uniform Multivariate Empirical Processes. Ann. Probab., Tome 18 (1990) no. 4, pp.  1723-1738. http://gdmltest.u-ga.fr/item/1176990643/