GENERALIZED QUANTILE PROCESSES

• 成果类型: Article
• 署名作者: EINMAHL, JHJ; MASON, DM
• 署名单位: University of Delaware
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348670
• 发表日期: 1992
• 页码: 1062-1078
• 关键词: behavior; THEOREM

摘要

For random vectors taking values in R(d) we introduce a notion of multivariate quantiles defined in terms of a class of sets and study an associated process which we call the generalized quantile process. This process specializes to the well known univariate quantile process. We obtain functional central limit theorems for our generalized quantile process and show that both Gaussian and non-Gaussian limiting processes can arise. A number of interesting example are included.