Approximation of intermediate quantile processes

We deal with quantile processes based on intermediate order statistics. Using an approximation of the uniform quantile process in weighted metrics, we prove weak convergence of weighted and nonweighted intermediate quantile processes.

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Year of publication:	1987
Authors:	Csörgo, Miklós ; Horváth, Lajos
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 21.1987, 2, p. 250-262
Publisher:	Elsevier
Keywords:	Intermediate order statistics weak convergence strong approximation weighted metrics slowly varying functions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221759