Strong approximation of multidimensional ℙ-ℙ plots processes by Gaussian processes with applications to statistical tests

The present paper is mainly concerned with the strong approximation of ℙ-ℙ plot processes in ℝ d by sequences of Gaussian processes. In order to evaluate the limiting laws, a general notion of bootstrapped multidimensional ℙ-ℙ plots processes, constructed by exchangeably weighting sample, is present...

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Vydané v:	Mathematical methods of statistics Ročník 23; číslo 3; s. 210 - 238
Hlavní autori:	Bouzebda, S., Zari, T.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Heidelberg Allerton Press 01.07.2014 Springer
Predmet:	Functional Analysis Mathematics Mathematics and Statistics Probability Statistical Theory and Methods Statistics Statistics Theory strong invariance principles secondary 62G07, 62G10 exchangeable bootstrap dependence function primary 60F05, 60F15, 60E05, 62G30, 60F17 Gaussian processes empirical and quantile processes weak convergence ℙ-ℙ plots change-point K-sample problem
ISSN:	1066-5307, 1934-8045
On-line prístup:	Získať plný text
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