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Correction to The Annals of Statistics (2006) 34, 1013--1044 [URL: http://projecteuclid.org/euclid.aos/1151418250]

长程依赖序列的序贯 Bahadur–Kiefer 与 Vervaat 误差过程强不变原理AI 解读

In this paper we study strong approximations (invariance principles) of the sequential uniform and general Bahadur–Kiefer processes of long-range dependent sequences. We also investigate the strong and weak asymptotic behavior of the sequential Vervaat process, that is, the integrated sequential Bahadur–Kiefer process, properly normalized, as well as that of its deviation from its limiting process, the so-called Vervaat error process. It is well known that the Bahadur–Kiefer…

平均剩余寿命过程AI 解读

Yang and Hall and Wellner initiated investigations of the asymptotic uniform behaviour of mean residual life (MRL) processes. They obtained results holding true over fixed and expanding compact subintervals of $[0, \infty)$. In this exposition we study MRL processes over the whole positive half-line $[0, \infty)$. We describe classes of weight functions which enable us to establish the (a) strong uniform-over-$[0, \infty)$ consistency and (b)weak uniform-over-$[0, \infty)$ ap…