Strong approximation of quantile processes by iterated Kiefer processes
نویسندگان
چکیده
منابع مشابه
STRONG APPROXIMATION OF THE QUANTILE PROCESSES AND ITS APPLICATIONS UNDER STRONG MIXING PROPERTIES by
Given some regularity conditions on the distribution F(.) of a random sample X h ..., Xn emanating from a strictly stationary sequence of random variables satisfying a strong mixing condition, it is shown that the sequence of quantile processes {n1hf(F1(s))(F;1(s)-F1(s)); 0 < s < I} behaves like a sequence of Brownian bridges {BD(s); 0 < s < I}. The latter is then utilized to construct (i) simu...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2000
ISSN: 0091-1798
DOI: 10.1214/aop/1019160265