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June, 1986 Conditional Empirical Processes
Winfried Stute
Ann. Statist. 14(2): 638-647 (June, 1986). DOI: 10.1214/aos/1176349943

Abstract

We prove a Donsker-type invariance principle for a nearest-neighbor-type conditional empirical process. As an application we show asymptotic normality of conditional quantiles and derive large-sample distribution-free tests and confidence bands for a conditional distribution function.

Citation

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Winfried Stute. "Conditional Empirical Processes." Ann. Statist. 14 (2) 638 - 647, June, 1986. https://doi.org/10.1214/aos/1176349943

Information

Published: June, 1986
First available in Project Euclid: 12 April 2007

zbMATH: 0594.62038
MathSciNet: MR840519
Digital Object Identifier: 10.1214/aos/1176349943

Subjects:
Primary: 60F17
Secondary: 62G05 , 62G10 , 62G15 , 62J02

Keywords: Conditional empirical distribution function , conditional quantiles , invariance principle

Rights: Copyright © 1986 Institute of Mathematical Statistics

Vol.14 • No. 2 • June, 1986
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