On the distributions of \(L_ p\) norms of weighted quantile processes

zbMath0699.62045MaRDI QIDQ913410

Lajos Horváth, Miklós Csörgő

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_1_65_0

zbMATH Keywords

order statisticsBrownian bridgequantile functionquantile processprocessesintegrals ofintegrals of exponential partial sumsLp-normsnorms of weighted quantile processesweighted Wiener processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (3)

New estimating equation approaches with application in lifetime data analysis ⋮ The central limit theorem for empirical and quantile processes in some Banach spaces ⋮ On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate

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