Conditional Empirical Processes
Stute, Winfried
Ann. Statist., Tome 14 (1986) no. 2, p. 638-647 / Harvested from Project Euclid
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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.
Publié le : 1986-06-14
Classification:  Conditional empirical distribution function,  invariance principle,  conditional quantiles,  60F17,  62J02,  62G05,  62G10,  62G15 
@article{1176349943,
     author = {Stute, Winfried},
     title = {Conditional Empirical Processes},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 638-647},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349943}
}

Stute, Winfried. Conditional Empirical Processes. Ann. Statist., Tome 14 (1986) no. 2, pp.  638-647. http://gdmltest.u-ga.fr/item/1176349943/