IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v43y1992i1p133-163.html
   My bibliography  Save this article

Functional laws of the iterated logarithm for large increments of empirical and quantile processes

Author

Listed:
  • Deheuvels, Paul

Abstract

Let {[alpha]n(t),0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} and {[beta]n(t),0[less-than-or-equals, slant]t[less-than-or-equals, slant]1} be the empirical and quantile processes generated by the first n observations from an i.i.d. sequence of random variables with a uniform distribution on (0, 1). Let 0 0 and (log(1/hn))/log log n --> c [epsilon][0,[infinity]) as n-->[infinity]. Under suitable additional regularity conditions imposed upon hn, we prove functional laws of the iterated logarithm for . We present applications of these results to nonparametric densityestimation, and prove a conjecture of Shorack and Wellner (1986) concerning the limiting behaviour of the maximal increments of [alpha]n and [beta]n.

Suggested Citation

  • Deheuvels, Paul, 1992. "Functional laws of the iterated logarithm for large increments of empirical and quantile processes," Stochastic Processes and their Applications, Elsevier, vol. 43(1), pages 133-163, November.
    • Handle: RePEc:eee:spapps:v:43:y:1992:i:1:p:133-163
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(92)90080-A
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Philippe Berthet, 1997. "On the Rate of Clustering to the Strassen Set for Increments of the Uniform Empirical Process," Journal of Theoretical Probability, Springer, vol. 10(3), pages 557-579, July.
    2. Dindar, Zacharie, 2003. "Some more results on increments of the partially observed empirical process," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 25-37, August.
    3. Paul Deheuvels, 1998. "On the Approximation of Quantile Processes by Kiefer Processes," Journal of Theoretical Probability, Springer, vol. 11(4), pages 997-1018, October.
    4. Labrador, Boris, 2008. "Strong pointwise consistency of the kT -occupation time density estimator," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1128-1137, July.
    5. Uwe Einmahl & David M. Mason, 2000. "An Empirical Process Approach to the Uniform Consistency of Kernel-Type Function Estimators," Journal of Theoretical Probability, Springer, vol. 13(1), pages 1-37, January.
    6. Djamal Louani & Alain Lucas, 2003. "Fractal Dimensions for Some Increments of the Uniform Empirical Process," Journal of Theoretical Probability, Springer, vol. 16(1), pages 59-86, January.
    7. Paul Deheuvels & Sarah Ouadah, 2013. "Uniform-in-Bandwidth Functional Limit Laws," Journal of Theoretical Probability, Springer, vol. 26(3), pages 697-721, September.
    8. Varron, Davit, 2011. "Some new almost sure results on the functional increments of the uniform empirical process," Stochastic Processes and their Applications, Elsevier, vol. 121(2), pages 337-356, February.
    9. Varron, Davit, 2008. "Some asymptotic results on density estimators by wavelet projections," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2517-2521, October.
    10. Nour-Eddine Berrahou & Salim Bouzebda & Lahcen Douge, 2024. "The Bahadur Representation for Empirical and Smooth Quantile Estimators Under Association," Methodology and Computing in Applied Probability, Springer, vol. 26(2), pages 1-37, June.
    11. Berthet, Philippe, 2005. "Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes," Stochastic Processes and their Applications, Elsevier, vol. 115(3), pages 493-537, March.
    12. Einmahl, J.H.J. & Deheuvels, P., 2000. "Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications," Other publications TiSEM ac9bbdc0-62f8-4b48-9a84-1, Tilburg University, School of Economics and Management.
    13. Dindar, Zacharie, 2000. "Random fractals generated by oscillations of the uniform empirical process," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 285-291, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:43:y:1992:i:1:p:133-163. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.