Strong approximations of the Q-Q process
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The author obtains strong approximation results à la Komlos-Major- Tusnady for the empirical quantile - quantile plot. Some Glivenko- Cantelli-type results are also derived.
Cites work
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Confidence procedures for two-sample problems
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- Limit theorems for the ratio of the empirical distribution function to the true distribution function
- Plotting with confidence: Graphical comparisons of two populations
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- Strong approximations of the quantile process
- The law of the iterated logarithm for normalized empirical distribution function
Cited in
(15)- Local polynomial fitting of the equipercentile equating function: strong uniform consistency
- Approximations and two-sample tests based on P-P and Q-Q plots of the Kaplan-Meier estimators of lifetime distributions
- On the approximation of P-P and Q-Q plot processes by Brownian bridges
- Quantile-quantile plots under random censorship
- Strong approximation of quantile processes by iterated Kiefer processes.
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- The complex behaviour of Galton rank-order statistic
- A modified one-sample Q-Q plot and a test for normality
- On quantile processes for m-dependent Rv's
- scientific article; zbMATH DE number 1165690 (Why is no real title available?)
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- The Bahadur representation for empirical and smooth quantile estimators under association
- Local polynomial fitting of an equipercentile equating function: uniform approximations
- Hodges-Lehmann quantile-quantile plots
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