Generalized quantile processes (Q1193366): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176348670 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2086404575 / rank | |||
Normal rank |
Latest revision as of 22:37, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized quantile processes |
scientific article |
Statements
Generalized quantile processes (English)
0 references
27 September 1992
0 references
A quantile function pertaining to a probability measure \(P\) defined on the Borel subsets of the \(d\)-dimensional Euclidean space is introduced. This quantile function depends on a subclass \(A\) of all Borel sets as well as a real-valued function \(\lambda\) defined on \(A\). Particular choices of \(A\) and \(\lambda\) yield quantile functions describing various features of \(P\). When the concept is applied to the empirical measure based on independent and identically distributed \(d\)-dimensional random vectors, one obtains generalizations of the well-known one-dimensional empirical quantile process. Functional limit theorems are proved for these generalized quantile processes. Several examples arising from appropriate choices of \(A\) and \(\lambda\) are also discussed.
0 references
quantile function
0 references
empirical quantile process
0 references
Functional limit theorems
0 references