Weak convergence of the weighted empirical quantile process in L^ 2(0,1)

DOI10.1214/AOP/1176993387zbMATH Open0543.60010OpenAlexW1998322928MaRDI QIDQ796166FDOQ796166

David M. Mason

Publication date: 1984

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993387

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zbMATH Keywords

weak convergencegoodness of fit testsweighted Brownian bridgeweighted empirical quantile process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05)

Cited In (14)

• Hermite expansion and estimation of monotonic transformations of Gaussian data
• Distribution of Distances based Object Matching: Asymptotic Inference
• On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
• Weak Hölder Convergence of Smoothed Uniform Quantile Process
• A change detection procedure for an ergodic diffusion process
• Weak convergence for random weighting estimation of smoothed quantile processes
• Shape-restricted inference for Lorenz curves using duality theory
• Tail probabilities of St. Petersburg sums, trimmed sums, and their limit
• Does median filtering truly preserve edges better than linear filtering?
• The central limit theorem for empirical and quantile processes in some Banach spaces
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• Title not available (Why is that?)
• Sample size determination of a nonparametric test based on weighted \(L_2\)-Wasserstein distance
• Cramér-von Mises statistics based on the sample quantile function and estimated parameters

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