Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population

The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from a p-variate population are derived. Of particular interest is the joint asymptotic distribution of the marginal sample medians, on the basis of which tests of significance for population medians are developed. Methods of estimating unknown nuisance parameters are discussed. The approach is completely nonparametric.

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Year of publication:	1988
Authors:	Babu, G. Jogesh ; Rao, C. Radhakrishna
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 1, p. 15-23
Publisher:	Elsevier
Keywords:	asymptotic tests bootstrap quantiles quantile processes tests based on medians

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

Persistent link: https://www.econbiz.de/10005093744