Login
- Title:
Bahadur-Kiefer Representations for Time Dependent Quantile Processes
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Kevei, P. and Mason, D. M.
- Abstract:
- We define a time dependent empirical process based on n independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to strong approximations and functional laws of the iterated logarithm for the quantile or inverse of this empirical process. They are obtained via time dependent Bahadur-Kiefer representations.
- Keywords:
- Bahadur-Kiefer representation; coupling inequality; fractional Brownian motion; strong approximation; time dependent empirical process.
- Dewey Decimal Classification:
- 510 Mathematik
- Journal title:
- Periodica Mathematica Hungarica
- Year:
- 2018
- Journal volume:
- 76
- Year / month:
- 2018-03
- Quarter:
- 1. Quartal
- Month:
- Mar
- Journal issue:
- 1
- Pages contribution:
- 95-113
- Language:
- en
- Fulltext / DOI:
- doi:10.1007/s10998-017-0214-z
- WWW:
- Springer
- Publisher:
- Springer
- Print-ISSN:
- 0031-5303
- E-ISSN:
- 1588-2829
- Status:
- Verlagsversion / published
- Date of publication:
- 01.03.2018
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX