A short and elementary proof of the main Bahadur-Kiefer theorem

John H. J. Einmahl · The Annals of Probability · 1996

A short proof of the lower bound in the strong version of the famous Theorem 1A in Kiefer (1970) on the Bahadur-Kiefer process is presented. The proof is elementary and, in particular, does not use strong approximations.

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