Generalized quantile processes
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.
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- Conditions for quantile process approximations
- On the tail behaviour of quantile processes
- The quantile process under random censoring
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- Quantile processes in the presence of auxiliary information
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- Maximal type test statistics based on conditional processes
- Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications
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- Statistical learning based on Markovian data maximal deviation inequalities and learning rates
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- On tests for multivariate normality and associated simulation studies
- On multivariate quantiles under partial orders
- Small nonparametric tolerance regions for directional data
- Concentration bounds for the empirical angular measure with statistical learning applications
- Weak signals and heavy tails: learning theory meets extreme value analysis
- A Bayesian stochastic approximation method
- Kernel methods in machine learning
- Asymptotics of the shorth plot
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