A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform

DOI10.1016/0167-7152(92)90167-4zbMath0756.62023OpenAlexW2082868098MaRDI QIDQ1202313

Jan Beirlant, Ann Vanmarcke

Publication date: 22 February 1993

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

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90167-4

zbMATH Keywords

Brownian bridgelimit behaviourempirical Laplace transformBahadur-Kiefer-type expansionempirical Laplace processsequential fixed-width confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution

Cites Work

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• On almost sure expansions for M-estimates
• Empirical Laplace transform and approximation of compound distributions
• Multivariate empirical characteristic functions
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• Sequential Confidence Intervals Based on Rank Tests

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