Locating the maximum of an empirical process

Z. Shi

Statistics & Probability Letters, 1997, vol. 31, issue 3, 199-211

Abstract: Let [alpha]n be a uniform empirical process and [xi]n the unique location of its absolute maximum, which is realized at an order statistic point. The index of this order statistic is denoted by pn. We establish iterated logarithm laws for [xi]n and pn.

Keywords: Empirical; process; Order; statistics; Law; of; the; iterated; logarithm (search for similar items in EconPapers)
Date: 1997
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