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Functional limit laws for the increments of the quantile process; with applications
functional limit laws laws of the iterated logarithm empirical process order statistics density estimation nonparametric estimation
2009/9/16
We establish a functional limit law of the logarithm for the increments of the normed sample quantile process based upon random sample of size $n->infty$. We extend a limit law obtained by Deheuvels a...