GENERALIZED QUANTILE PROCESSES

被引：57

作者：

EINMAHL, JHJ ^{[1
]}

MASON, DM ^{[1
]}

机构：

[1] UNIV DELAWARE,DEPT MATH SCI,NEWARK,DE 19716

来源：

ANNALS OF STATISTICS | 1992年 / 20卷 / 02期

关键词：

EMPIRICAL MEASURE; GENERALIZED QUANTILE PROCESS; CENTRAL LIMIT THEOREM;

D O I：

10.1214/aos/1176348670

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For random vectors taking values in R(d) we introduce a notion of multivariate quantiles defined in terms of a class of sets and study an associated process which we call the generalized quantile process. This process specializes to the well known univariate quantile process. We obtain functional central limit theorems for our generalized quantile process and show that both Gaussian and non-Gaussian limiting processes can arise. A number of interesting example are included.

引用

页码：1062 / 1078

页数：17

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