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An Lp-view of the Bahadur-Kiefer Theorem

✍ Scribed by Miklós Csörgő; Zhan Shi

Publisher
Springer Netherlands
Year
2005
Tongue
English
Weight
235 KB
Volume
50
Category
Article
ISSN
0031-5303

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Bahadur-Kiefer Theorem beyond the Larg
A Bahadur-Kiefer Theorem beyond the Largest Observation
✍ J.H.J. Einmahl 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 251 KB

It is shown that under natural extreme-value conditions a distributional Bahadur-Kiefer theorem holds in a point lying outside the sample. The limiting distribution is degenerate if the extreme-value index is equal to one; the proper refinement for that case is also established. In both cases the li