A Bahadur-Kiefer theorem beyond the largest observation

J.H.J. Einmahl

A Bahadur-Kiefer theorem beyond the largest observation

J.H.J. Einmahl

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It is shown that under natural extreme-value conditions a distributional Bahadur-Kiefer theorem holds in a point lying outside the sample. The limiting distribution is degenerate if the extreme-value index is equal to one; the proper refinement for that case is also established. In both cases the limiting distribution is chi-square with one degree of freedom.

Originele taal-2	Engels
Plaats van productie	Eindhoven
Uitgeverij	Technische Universiteit Eindhoven
Aantal pagina's	11
Status	Gepubliceerd - 1992

Publicatie series

Naam	Memorandum COSOR
Volume	9234
ISSN van geprinte versie	0926-4493

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