On r-quick limit sets for empirical and related processes based on mixing random variables

Gutti Jogesh Babu and Kesar Singh

Journal of Multivariate Analysis, 1982, vol. 12, issue 4, 508-525

Abstract: The r-quick limit points of normalized sample paths and empirical distribution functions of mixing processes are characterized. An r-quick version of Bahadur-Kiefer-type representation for sample quantiles is established, which yields the r-quick limit points of quantile processes. These results are applied to linear functions of order statistics. Some results on r-quick convergence of certain Gaussian processes are also established.

Keywords: r-quick; limit; points; r-quick; convergence; Gaussian; processes; Brownian; motion; empirical; process; quantile; process; linear; functions; of; order; statistics; reproducing; kernel; Hilbert; space; [phi]-mixing; strong; mixing (search for similar items in EconPapers)
Date: 1982
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(82)90060-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:12:y:1982:i:4:p:508-525

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().