English

Some uniform in bandwidth functional results for the tail uniform empirical and quantile processes

Statistics Theory 2012-01-27 v1 Statistics Theory

Abstract

For fixed t[0,1)t\in [0,1) and h>0h>0, consider the local uniform empirical process \DDn,h,t(s):=n1/2\coo\sliin1[t,t+hs](Ui)hs\cff,  s[0,1],\DD_{n,h,t}(s):=n^{-1/2}\coo\sliin 1_{[t,t+hs]}(U_i)-hs\cff,\;s\in [0,1], where the UiU_i are independent and uniformly distributed on [0,1][0,1]. We investigate the functional limit behaviour of \DDn,h,t\DD_{n,h,t} uniformly in \wthnhhn\wth_n\le h\le h_n when n\wthn/loglogn\rarn\wth_n/\log\log n\rar \infty and hn\rar0h_n\rar 0.

Keywords

Cite

@article{arxiv.1201.5517,
  title  = {Some uniform in bandwidth functional results for the tail uniform empirical and quantile processes},
  author = {Davit Varron},
  journal= {arXiv preprint arXiv:1201.5517},
  year   = {2012}
}