Abstract
A Preliminary Study of Quantile Processes A Weak Convergence of the Normed Sample Quantile Process Strong Approximations of the Normed Quantile Process Two Approaches to Constructing Simultaneous Confidence Bounds for Quantiles Weak Convergence of Quantile Processes in Weighted Sup-Norm Metrics and Further Strong Approximations On Bahadur's Representation of Sample Quantiles and on Kiefer's Theory of Deviations Between the Sample Quantile and Empirical Processes Quadratic Forms of the Quantile Process. Weighted Spacings and Testing for Composite Goodness-of-Fit Strong Approximations of the Quantile Process of the Product-Limit Estimator An Invariance Principle for Nearest-Neighbor Empirical Density Functions A Nearest- Neighbor Estimator for the Score Function.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
