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Quantile Processes with Statistical Applications

Miklos Csorgo

CBMS-NSF Regional Conference Series in Applied Mathematics 42

Provides a comprehensive theory of the approximations of quantile processes in light of recent advances, as well as some of their statistical applications.


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.

1983 / xiii + 156 pages / Softcover / ISBN-13: 978-0-898711-85-1 / ISBN-10: 0-89871-185-1 /
List Price $59.00 / SIAM/CBMS Member Price $41.30 / Order Code CB42
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Banner art adapted from a figure by Hinke M. Osinga and Bernd Krauskopf (University of Auckland, NZ.)