Quantile processes with statistical applications

Miklos Csorgo9780898711851, 0898711851

Provides a comprehensive theory of the approximations of quantile processes in light of recent advances, as well as some of their statistical applications.

---

Table of contents :
Quantile Processes with Statistical Applications……Page 1
Contents……Page 7
Preface……Page 11
Introduction……Page 13
CHAPTER 1 A Preliminary Study of Quantile Processes……Page 17
CHAPTER 2 A Weak Convergence of the Normed Sample Quantile Process……Page 31
CHAPTER 3 Strong Approximations of the Normed Quantile Process. The Kiefer Process……Page 33
CHAPTER 4 Two Approaches to Constructing Simultaneous Confidence Bounds for Quantiles……Page 47
CHAPTER 5 Weak Convergence of Quantile Processes in Weighted Sup-norm Metrics and Further Strong Approximations……Page 57
CHAPTER 6 On Bahadur’s Representation of Sample Quantiles and on Kiefer’s Theory of Deviations between the Sample Quantile……Page 83
CHAPTER 8 Strong Approximations of the Quantile Process of the Product-Limit Estimator……Page 131
CHAPTER 9 An Invariance Principle for Nearest-Neighbor Empirical Density Functions……Page 153
CHAPTER 10 A Nearest-Neighbor Estimator for the Score Function……Page 161
References……Page 167