pith. sign in

arxiv: 1606.06045 · v1 · pith:KBUVH7Y6new · submitted 2016-06-20 · 🧮 math.PR

Bahadur--Kiefer Representations for Time Dependent Quantile Processes

classification 🧮 math.PR
keywords dependenttimeapproximationsbahadur--kieferempiricalprocessprocessesquantile
0
0 comments X
read the original abstract

We define a time dependent empirical process based on $n$ independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to strong approximations and functional laws of the iterated logarithm for the quantile or inverse of this empirical process. They are obtained via time dependent Bahadur--Kiefer representations.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.