On general quantile process in weighted sup-norm metrics

Sándor Csörgo

Stochastic Processes and their Applications, 1982, vol. 12, issue 2, 215-220

Abstract: Shorack [9] gave more intelligible equivalent form of O'Reilly's [4] necessary and sufficient condition for the weak convergence of the uniform quantile process in weighted sup-norm metrics, and he derived the sufficiency part of O'Reilly's theorem from a strong approximation result of M. Csörgo and P. Révész [1] for the uniform process. Using more general approximation results of the latter authors, similar sufficient conditions are obtained here for more general quantile processes.

Keywords: Quantile; processes; O'Reilly-Shorack; theorem; weak; convergence; /q; metrics (search for similar items in EconPapers)
Date: 1982
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