On quantile processes for m-dependent Rv's
From MaRDI portal
Publication:3787305
DOI10.1080/02331888708802039zbMath0644.62057MaRDI QIDQ3787305
Publication date: 1987
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888708802039
Gaussian processes; empirical processes; quantile processes; two-sample problem; weak approximations; weighted metrics; m-dependent random variables; Chernoff-Savage theorems; quantile-quantile plots; Confidence bands
62G15: Nonparametric tolerance and confidence regions
62G30: Order statistics; empirical distribution functions
60F15: Strong limit theorems
Related Items
Conditional empirical, quantile and difference processes for a large class of time series with applications, Asymptotic normality of \(L\)-statistics based on \(m(n)\)-decomposable time series
Cites Work
- Unnamed Item
- Asymptotic normality for a general class of statistical functions and applications to measures of spread
- Weighted empirical and quantile processes
- On the Chernoff-Savage theorem for dependent sequences
- On the weak convergence of empirical processes in sup-norm metrics
- Strong approximations of the quantile process
- On deviations between empirical and quantile processes for mixing random variables
- Strong approximations of the Q-Q process
- Weak convergence of a two-sample empirical process and a Chernoff-Savage theorem for \(\varphi\)-mixing sequences
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An almost sure invariance principle for the empirical distribution function of mixing random variables
- Limit theorems for the ratio of the empirical distribution function to the true distribution function
- Graphical Methods in Nonparametric Statistics: A Review and Annotated Bibliography
- A Note on Quantiles in Large Samples
- Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems