Add to ORKGThe joint asymptotic distributions of the marginal quantiles and quantile functions in samples from a p-variate population are derived. Of particular interest is the joint asymptotic distribution of the marginal sample medians, on the basis of which tests of significance for population medians are developed. Methods of estimating unknown nuisance parameters are discussed. The approach is completely nonparametric.asymptotic tests bootstrap quantiles quantile processes tests based on medians
AbstractIt is shown here that Bahadur's [Ann. Math. Statist. (1966) 37, 577–580] almost sure (a.s.) ...
In this study, we derive the joint asymptotic distributions of functionals of quantile estimators (t...
The goal of this thesis is to bridge the gap between univariate and multivariate quantiles by extend...
AbstractThe joint asymptotic distributions of the marginal quantiles and quantile functions in sampl...
The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from ...
The asymptotic behaviour of the bootstrap distribution of the sample median and other sample quantil...
AbstractThe asymptotic consistency of the bootstrap approximation of the vector of the marginal gene...
Though widely accepted, in nonparametric models admitting asymmetric distributions the sample median...
Sample quantiles for discrete distributions The classical definition of sample quantiles and their a...
summary:We consider the asymptotic distribution of covariate values in the quantile regression basic...
Notions of asymptotic equivalence of probability distributions and some of their properties are brie...
Multivariate quantiles have been defined by a number of researchers and can be estimated by differen...
Let (X, Y) be a two dimensional random variable with a joint density function f(x, y) and a joint di...
Simultaneously testing a collection of null hypotheses about a data generating distribution based on...
We establish the asymptotic normality of marginal sample quantiles for S–mixing vec-tor stationary p...
AbstractIt is shown here that Bahadur's [Ann. Math. Statist. (1966) 37, 577–580] almost sure (a.s.) ...
In this study, we derive the joint asymptotic distributions of functionals of quantile estimators (t...
The goal of this thesis is to bridge the gap between univariate and multivariate quantiles by extend...
AbstractThe joint asymptotic distributions of the marginal quantiles and quantile functions in sampl...
The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from ...
The asymptotic behaviour of the bootstrap distribution of the sample median and other sample quantil...
AbstractThe asymptotic consistency of the bootstrap approximation of the vector of the marginal gene...
Though widely accepted, in nonparametric models admitting asymmetric distributions the sample median...
Sample quantiles for discrete distributions The classical definition of sample quantiles and their a...
summary:We consider the asymptotic distribution of covariate values in the quantile regression basic...
Notions of asymptotic equivalence of probability distributions and some of their properties are brie...
Multivariate quantiles have been defined by a number of researchers and can be estimated by differen...
Let (X, Y) be a two dimensional random variable with a joint density function f(x, y) and a joint di...
Simultaneously testing a collection of null hypotheses about a data generating distribution based on...
We establish the asymptotic normality of marginal sample quantiles for S–mixing vec-tor stationary p...
AbstractIt is shown here that Bahadur's [Ann. Math. Statist. (1966) 37, 577–580] almost sure (a.s.) ...
In this study, we derive the joint asymptotic distributions of functionals of quantile estimators (t...
The goal of this thesis is to bridge the gap between univariate and multivariate quantiles by extend...