The median absolute deviation of residual life data and weak convergence of a related stochastic process (Q2277649)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The median absolute deviation of residual life data and weak convergence of a related stochastic process |
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The median absolute deviation of residual life data and weak convergence of a related stochastic process (English)
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1991
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It is known that the median absolute deviation of the residual life data can be used as a measure of scale of the residual life distribution. A weak convergence of a stochastic process generated from this measure is studied for i.i.d. and strictly stationary \(\phi\)-mixing observations.
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Kiefer process
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Brownian bridge
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Skorokhod topology
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residual life data
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residual life distribution
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weak convergence
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strictly stationary \(\phi \) -mixing
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