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Approximation of intermediate quantile processes

Author

Listed:
  • Csörgo, Miklós
  • Horváth, Lajos

Abstract

We deal with quantile processes based on intermediate order statistics. Using an approximation of the uniform quantile process in weighted metrics, we prove weak convergence of weighted and nonweighted intermediate quantile processes.

Suggested Citation

  • Csörgo, Miklós & Horváth, Lajos, 1987. "Approximation of intermediate quantile processes," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 250-262, April.
    • Handle: RePEc:eee:jmvana:v:21:y:1987:i:2:p:250-262
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