Geodesic
A strong invariance theorem for the tail empirical process
Annales de l'I.H.P. Probabilités et statistiques, Tome 24 (1988) no. 4, pp. 491-506.

Voir la notice de l'article provenant de la source Numdam

@article{AIHPB_1988__24_4_491_0,
     author = {Mason, David M.},
     title = {A strong invariance theorem for the tail empirical process},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {491--506},
     publisher = {Gauthier-Villars},
     volume = {24},
     number = {4},
     year = {1988},
     mrnumber = {978022},
     zbl = {0664.60038},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/AIHPB_1988__24_4_491_0/}
}
TY  - JOUR
AU  - Mason, David M.
TI  - A strong invariance theorem for the tail empirical process
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 1988
SP  - 491
EP  - 506
VL  - 24
IS  - 4
PB  - Gauthier-Villars
UR  - http://geodesic.mathdoc.fr/item/AIHPB_1988__24_4_491_0/
LA  - en
ID  - AIHPB_1988__24_4_491_0
ER  - 
%0 Journal Article
%A Mason, David M.
%T A strong invariance theorem for the tail empirical process
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1988
%P 491-506
%V 24
%N 4
%I Gauthier-Villars
%U http://geodesic.mathdoc.fr/item/AIHPB_1988__24_4_491_0/
%G en
%F AIHPB_1988__24_4_491_0
Mason, David M. A strong invariance theorem for the tail empirical process. Annales de l'I.H.P. Probabilités et statistiques, Tome 24 (1988) no. 4, pp. 491-506. http://geodesic.mathdoc.fr/item/AIHPB_1988__24_4_491_0/

A. Araujo and E. Giné, The Central Limit Theorem for Real and Banach Valued Random Variables, John Wiley & Sons, New York, 1980. | Zbl

B. Cooil, Limiting Multivariate Distribution of Intermediate Order Statistics, Ann. Probab., Vol. 13, 1985, pp. 469-477. | Zbl | MR

M. Csörgó and P. Révész, Strong Approximations in Probability and Statistics, Academic Press, New York, Akadémai Kiadó;;;;, Budapest, 1981. | Zbl | MR

M. Csörgó and D.M. Mason, On the Asymptotic Distribution of Weighted Uniform Empirical and Quantile Processes in the Middle and on the Tails, Stochastic Process. Appl., Vol. 21, 1985, pp. 119-132. | Zbl | MR

J.H.J. Einmahl and D.M. Mason, Laws of the Iterated Logarithm in the Tails for Weighted Uniform Empirical Processes, Ann. Probab., Vol. 16, 1988 a, pp. 126-141. | Zbl | MR

J.H.J. Einmahl and D.M. Mason, Strong Limit Theorems for Weighted Quantile Processes, Ann. Probab., 1988 b (to appear). | Zbl | MR

W. Feller, An Introduction to Probability Theory and its Applications, Vol. 1, Third Ed., Wiley, New York, 1968. | Zbl | MR

H. Finkelstein, The Law of Iterated Logarithm for Empirical Distributions, Ann. Math. Statist., Vol. 42, 1971, pp. 607-615. | Zbl | MR

P. Gaenssler and W. Stute, Wahrscheinlichkeitstheorie, Springer-Verlag, Berlin, Heidelberg, New York, 1977. | Zbl | MR

B.R. James, A. Functional Law of the Iterated Logarithm for Weighted Empirical Distributions, Ann. Probab., Vol. 3, 1975, pp. 762-772. | Zbl | MR

J. Kiefer, Iterated Logarithm Analogues for Sample Quantiles when pn↓0, Proceedings Sixth Berkeley Symp. Math. Statist. Probab., Vol. I, 1972, pp. 227-244, Univ. of California Press, Berkeley, Los Angeles. | Zbl | MR

J. Komlós, P. Major and G. Tusnády, An Approximation of Partial Sums of Independent rv's and the Sample df, I, Z. Wahrsch. verw. Gebiete, Vol. 32, 1975, pp. 111-131. | Zbl | MR

T.L. Lai, Reproducing Kernel Hilbert Spaces and the Law of the Iterated Logarithm for Gaussian Processes, Z. Wahrsch. verw. Gebiete, Vol. 29, 1974, pp. 7-19. | Zbl | MR

P. Major, Approximations of Partial Sums of i.i.d.r.v.s. when the Summands Have Only Two Moments, Z. Wahrsch. verw. Gebiete, Vol. 35, 1976, pp. 221-229. | Zbl | MR

D.M. Mason, Sums of Extreme Value Processes, Preprint, 1988.

D.M. Mason and W.R. Van Zwet, A Refinement of the KMT Inequality for the Uniform Empirical Process, Ann. Probab., Vol. 15, 1987, pp. 871-884. | Zbl | MR

S. Orey and W.E. Pruitt, Sample Functions of the N-Parameter Wiener Process, Ann. Probab., Vol. 1, 1973, pp. 138-163. | Zbl | MR

W. Philipp and W. Stout, Invariance Principles for Martingales and Sums of Independent Random Variables, Math. Z., Vol. 192, 1986, pp. 253-264. | Zbl | MR

G.R. Shorack and J.A. Wellner, Empirical Processes with Applications to Statistics, John Wiley & Sons, New York, 1986.

M.J. Wichura, Some Strassen-Type Laws of the Iterated Logarithm for Multiparameter Stochastic Processes with Independent Increments, Ann. Probab., Vol. 1, 1973, pp. 272- 296. | Zbl | MR