A short and elementary proof of the main Bahadur-Kiefer theorem

J.H.J. Einmahl

Research output: Book/ReportReportAcademic

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Abstract

A short proof of the lower bound in the strong version of the famous Theorem 1A in Kiefer (1970) on the Bahadur-Kiefer process is presented. The proof is elementary and does in particular not use strong approximations. Key words and phrases: Bahadur-Kiefer process, empirical and quantile process, strong law.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages6
Publication statusPublished - 1994

Publication series

NameMemorandum COSOR
Volume9426
ISSN (Print)0926-4493

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