A strong invariance theorem for the tail empirical process

David M. Mason

Annales de l'I.H.P. Probabilités et statistiques (1988)

  • Volume: 24, Issue: 4, page 491-506
  • ISSN: 0246-0203

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Mason, David M.. "A strong invariance theorem for the tail empirical process." Annales de l'I.H.P. Probabilités et statistiques 24.4 (1988): 491-506. <http://eudml.org/doc/77336>.

@article{Mason1988,
author = {Mason, David M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Wiener processes; functional law of the iterated logarithm; tail empirical processes; tail quantile processes},
language = {eng},
number = {4},
pages = {491-506},
publisher = {Gauthier-Villars},
title = {A strong invariance theorem for the tail empirical process},
url = {http://eudml.org/doc/77336},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Mason, David M.
TI - A strong invariance theorem for the tail empirical process
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1988
PB - Gauthier-Villars
VL - 24
IS - 4
SP - 491
EP - 506
LA - eng
KW - Wiener processes; functional law of the iterated logarithm; tail empirical processes; tail quantile processes
UR - http://eudml.org/doc/77336
ER -

References

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  4. M. Csörgó and D.M. Mason, On the Asymptotic Distribution of Weighted Uniform Empirical and Quantile Processes in the Middle and on the Tails, Stochastic Process. Appl., Vol. 21, 1985, pp. 119-132. Zbl0584.62025MR834992
  5. J.H.J. Einmahl and D.M. Mason, Laws of the Iterated Logarithm in the Tails for Weighted Uniform Empirical Processes, Ann. Probab., Vol. 16, 1988 a, pp. 126-141. Zbl0652.60038MR920259
  6. J.H.J. Einmahl and D.M. Mason, Strong Limit Theorems for Weighted Quantile Processes, Ann. Probab., 1988 b (to appear). Zbl0659.60052MR958207
  7. W. Feller, An Introduction to Probability Theory and its Applications, Vol. 1, Third Ed., Wiley, New York, 1968. Zbl0155.23101MR228020
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  9. P. Gaenssler and W. Stute, Wahrscheinlichkeitstheorie, Springer-Verlag, Berlin, Heidelberg, New York, 1977. Zbl0357.60001MR501219
  10. B.R. James, A. FunctionalLaw of the Iterated Logarithm for Weighted Empirical Distributions, Ann. Probab., Vol. 3, 1975, pp. 762-772. Zbl0347.60030MR402881
  11. J. Kiefer, Iterated LogarithmAnalogues for Sample Quantiles when pn↓0, Proceedings Sixth Berkeley Symp. Math. Statist. Probab., Vol. I, 1972, pp. 227-244, Univ. of California Press, Berkeley, Los Angeles. Zbl0264.62015MR402882
  12. J. Komlós, P. Major and G. Tusnády, An Approximation of Partial Sums of Independent rv's and the Sample df, I, Z. Wahrsch. verw. Gebiete, Vol. 32, 1975, pp. 111-131. Zbl0308.60029MR375412
  13. T.L. Lai, Reproducing Kernel Hilbert Spaces and the Law of the Iterated Logarithm for Gaussian Processes, Z. Wahrsch. verw. Gebiete, Vol. 29, 1974, pp. 7-19. Zbl0272.60024MR368121
  14. P. Major, Approximations of Partial Sums of i.i.d.r.v.s. when the Summands Have Only Two Moments, Z. Wahrsch. verw. Gebiete, Vol. 35, 1976, pp. 221-229. Zbl0338.60032MR415744
  15. D.M. Mason, Sums of Extreme Value Processes, Preprint, 1988. 
  16. D.M. Mason and W.R. Van Zwet, A Refinement of the KMT Inequality for the Uniform Empirical Process, Ann. Probab., Vol. 15, 1987, pp. 871-884. Zbl0638.60040MR893903
  17. S. Orey and W.E. Pruitt, Sample Functions of the N-Parameter Wiener Process, Ann. Probab., Vol. 1, 1973, pp. 138-163. Zbl0284.60036MR346925
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