Convergence of Quantile and Spacings Processes with Applications
Shorack, Galen R.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1400-1411 / Harvested from Project Euclid
The quantile process was shown by Bickel to converge in the uniform metric on intervals $\lbrack a, b\rbrack$ with $0 < a < b < 1$. By introducing appropriate new supremum metrics, this result is extended to all of (0, 1). Hence a natural process of ordered spacings from the uniform distribution converges in certain supremum metrics. This is used to establish the limiting normality of a large family of statistics based on ordered spacings, which can be used in testing for exponentiality. The non-null case is also considered.
Publié le : 1972-10-14
Classification: 
@article{1177692373,
     author = {Shorack, Galen R.},
     title = {Convergence of Quantile and Spacings Processes with Applications},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1400-1411},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692373}
}
Shorack, Galen R. Convergence of Quantile and Spacings Processes with Applications. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1400-1411. http://gdmltest.u-ga.fr/item/1177692373/