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The Bahadur-Kiefer representation for U-quantiles
We consider the distributional and the almost sure pointwise Bahadur᎐Kiefer representation for U-quantiles.We show that the order of this representation depends on the order of the local variance of the empirical process of U-statistic structure at the U-quantile.Our results indicate that U-quantiles can be smoother than quantiles.U-quantiles can either be …