Quantile Processes with Statistical Applications
Provides a comprehensive theory of the approximations of quantile processes in light of recent advances, as well as some of their statistical applications.
Product details
January 1983Paperback
9780898711851
170 pages
250 × 175 × 14 mm
0.336kg
Available
Table of Contents
- A Preliminary Study of Quantile Processes
- A Weak Convergence of the Normed Sample Quantile Process
- Strong Approximations of the Normed Quantile Process
- Two Approaches to Constructing Simultaneous Confidence Bounds for Quantiles
- Weak Convergence of Quantile Processes in Weighted Sup-Norm Metrics and Further Strong Approximations
- On Bahadur's Representation of Sample Quantiles and on Kiefer's Theory of Deviations Between the Sample Quantile and Empirical Processes
- Quadratic Forms of the Quantile Process. Weighted Spacings and Testing for Composite Goodness-of-Fit
- Strong Approximations of the Quantile Process of the Product-Limit Estimator
- An Invariance Principle for Nearest-Neighbor Empirical Density Functions
- A Nearest- Neighbor Estimator for the Score Function.