On r-quick limit sets for empirical and related processes based on mixing random variables

The r-quick limit points of normalized sample paths and empirical distribution functions of mixing processes are characterized. An r-quick version of Bahadur-Kiefer-type representation for sample quantiles is established, which yields the r-quick limit points of quantile processes. These results are applied to linear functions of order statistics. Some results on r-quick convergence of certain Gaussian processes are also established.

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Year of publication:	1982
Authors:	Babu, Gutti Jogesh ; Singh, Kesar
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 12.1982, 4, p. 508-525
Publisher:	Elsevier
Keywords:	r-quick limit points r-quick convergence Gaussian processes Brownian motion empirical process quantile process linear functions of order statistics reproducing kernel Hilbert space [phi]-mixing strong mixing

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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