Quantile processes in the presence of auxiliary information

DOI10.1023/A:1003158521261zbMATH Open0896.62046OpenAlexW2088493410MaRDI QIDQ1370528FDOQ1370528

Authors: Biao Zhang 

Publication date: 26 October 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003158521261

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zbMATH Keywords

confidence bandempirical processGaussian processempirical likelihoodweak convergencequantile processBrownian bridgemodified bootstrapsemi-interquartile range estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Central limit and other weak theorems (60F05)

Cited In (10)

• Symmetric Tests and Confidence Intervals for Survival Probabilities and Quantiles of Censored Survival Data
• Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
• On empirical likelihood statistical functions
• Asymptotic \(Z\) and chi-squared tests with auxiliary information
• Title not available (Why is that?)
• Bahadur representations of the empirical likelihood quantile processes
• Empirical likelihood inference for semi-parametric estimating equations
• Generalized quantile processes
• Spatially smoothed kernel densities with application to crop yield distributions
• Semiparametric regression using empirical likelihood with shape information

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