Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\) (Q796166)
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scientific article; zbMATH DE number 3864175
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| English | Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\) |
scientific article; zbMATH DE number 3864175 |
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Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\) (English)
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1984
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The author considers the weighted empirical quantile process as a random element in \(L^ 2(0,1)\) and finds conditions under which the empirical quantile process converges in distribution to a weighted Brownian bridge. Then the obtained conditions are applied to the derivation of the asymptotic distribution of goodness of fit tests based on sample quantiles that can be written as continuous functionals defined on \(L^ 2(0,1)\).
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weak convergence
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weighted empirical quantile process
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weighted Brownian bridge
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goodness of fit tests
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0.8586494326591492
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0.8281506896018982
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0.824103057384491
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0.8236128091812134
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