Inequalities for quantile functions with a uniform studentized clt that includes trimming

DOI10.1080/10485259708832728zbMath0892.60026OpenAlexW2062265962MaRDI QIDQ4375427

Galen R. Shorack

Publication date: 18 May 1998

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259708832728

zbMATH Keywords

regular variationdomain of attractionquantile function inequalitiesuniform studentized central limit theoremWinsorized standard deviation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance

Cites Work

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• Embedding the finite sampling process at a rate
• Bootstrapping empirical functions
• Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Weighted empirical and quantile processes
• Normal and stable convergence of integral functions of the empirical distribution function
• The asymptotic distribution of trimmed sums
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Approximations to permutation and exchangeable processes
• The asymptotic distribution of weighted empirical distribution functions
• A simple proof of a rate of embedding for the partial sum process

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