On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist

DOI10.1016/0167-7152(92)90045-7zbMath0747.60026OpenAlexW2019749691MaRDI QIDQ1185541

Paul Deheuvels, Josef G. Steinebach

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90045-7

zbMATH Keywords

order statisticsextreme valuesstrong lawsBahadur-Kiefer-type statisticpartial sums and renewal processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bahadur-Kiefer-type processes
• Strong approximation of renewal processes
• How big are the increments of a Wiener process?
• An approximation of partial sums of independent RV's, and the sample DF. II
• The approximation of partial sums of independent RV's
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables.
• Martingale Central Limit Theorems
• Functional central limit theorems for processes with positive drift and their inverses
• Large deviations of sums of independent random variables

This page was built for publication: On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist