Quantile processes in the presence of auxiliary information

DOI10.1023/A:1003158521261zbMath0896.62046OpenAlexW2088493410MaRDI QIDQ1370528

Biao Zhang

Publication date: 26 October 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003158521261

zbMATH Keywords

weak convergenceGaussian processBrownian bridgeempirical processempirical likelihoodconfidence bandmodified bootstrapquantile processsemi-interquartile range estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Asymptotic \(Z\) and chi-squared tests with auxiliary information ⋮ Empirical likelihood inference for semi-parametric estimating equations ⋮ Semiparametric regression using empirical likelihood with shape information ⋮ Symmetric Tests and Confidence Intervals for Survival Probabilities and Quantiles of Censored Survival Data ⋮ On empirical likelihood statistical functions ⋮ Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes ⋮ Spatially smoothed kernel densities with application to crop yield distributions ⋮ Bahadur representations of the empirical likelihood quantile processes

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