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The uniform asymptotics on the sample quantile process. (English) Zbl 1081.60513

Summary: We prove the uniform asymptotics for the sample quantile process. In the way of developing asymptotic Gaussianity of the sample quantile process, we obtain topological properties for the space of functions that are left continuous with right limits, \(L_\mathbb{R}(0,1)\). We also obtain the uniform consistency and the uniform log log law for the sample quantile process.

MSC:

60F15 Strong limit theorems
60F17 Functional limit theorems; invariance principles
60G42 Martingales with discrete parameter