For progressive censoring schemes pertaining to a general class of (parametric as well as nonparametric) testing situations, one encounters a (partial) sequence of linear combinations of functions of order statistics where the coefficients are themselves stochastic variables. Weak convergence of such a quantile process to an appropriate Gaussian function is studied here, and the same is incorporated in the formulation of suitable (time-) sequential tests based on these quantile processes.
Publié le : 1979-03-14
Classification:
Brownian motions,
linear combinations of functions of order statistics (with stochastic coefficients,
martingales,
progressive censoring schemes,
quantile processes,
sampling from a finite population,
time-sequential tests,
weak convergence,
60B10,
62G30,
62L99
@article{1176344624,
author = {Sen, Pranab Kumar},
title = {Weak Convergence of Some Quantile Processes Arising in Progressively Censored Tests},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 414-431},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344624}
}
Sen, Pranab Kumar. Weak Convergence of Some Quantile Processes Arising in Progressively Censored Tests. Ann. Statist., Tome 7 (1979) no. 1, pp. 414-431. http://gdmltest.u-ga.fr/item/1176344624/