On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics

Author:

Einmahl J. H. J.,Haeusler E.,Mason D. M.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference15 articles.

1. Csáki, E.: Some notes on the law of the iterated logarithm for the empirical distribution function. In: Révész, P. (ed.) Coll. Math. Soc. János Bolyai 11, Limit Theorems of Probability Theory, pp. 47–58. Amsterdam: North Holland 1975

2. Csáki, E.: The law of the iterated logarithm for normalized empirical distribution functions. Z. Wahrscheinlichkeitstheor. Verw. Geb. 38, 147–167 (1977)

3. Csáki, E.: On the standardized empirical distribution function. In: Gnedenko, B.V., Puri, M.L., Vincze, I. (eds.) Coll. Math. Soc. János Bolyai 32, Nonparametric Statistical Inference, pp. 123–138. Amsterdam: North Holland 1982

4. Csörgő, S., Mason, D.M.: The asymptotic distribution of sums of extreme values from a regularly varying distribution. Ann. Probab. 14, 974–983 (1986)

5. Einmahl, J.H.J., Mason, D.M.: Strong limit theorems for weighted quantile processes. Ann. Probab., to appear (1988)

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