Summary
For rank-discounted partial sums and averages, forward and backward invariance principles are established through the use of the Bahadur-Kiefer representation of sample quantiles and the Kiefer process approximation of the sample distributions.
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Work supported by the Air Force Office of Scientific Research, USAF, AFSC, Grant No. AFOSR 74-2736
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Kumar Sen, P. Invariance principles for rank discounted partial sums and averages. Z. Wahrscheinlichkeitstheorie verw Gebiete 42, 341–352 (1978). https://doi.org/10.1007/BF00533469
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DOI: https://doi.org/10.1007/BF00533469