ON THE DISTANCE BETWEEN SMOOTHED EMPIRICAL, AND QUANTILE PROCESSES

• 成果类型: Article
• 署名作者: CSORGO, M; HORVATH, L
• 署名单位: Utah System of Higher Education; University of Utah
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176324458
• 发表日期: 1995
• 页码: 113-131
• 关键词: partial sums; approximation

摘要

We consider Bahadur-Kiefer representations for smoothed quantile processes. We prove that the asymptotics of the distance between smoothed empirical and quantile processes can be completely different from that of the unsmoothed ones. We obtain a complete characterization of the possible limits.