Limit theorems for functions of marginal quantiles

DOI10.3150/10-BEJ287zbMath1253.60024arXiv1104.4396OpenAlexW3105353353MaRDI QIDQ453296

Vasudevan Mangalam, Kwok Pui Choi, Gutti Jogesh Babu, Zhi-Dong Bai

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4396

zbMATH Keywords

strong law of large numberscentral limit theoremquantilesCramér-Wold devicelost associationweak convergence of a process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

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• Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
• Estimation of the correlation coefficient from a broken random sample
• The broken sample problem

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