Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population

G. Jogesh Babu; C. Radhakrishna Rao

doi:10.1016/0047-259X(88)90112-1

Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population

G. Jogesh Babu, C. Radhakrishna Rao

Research output: Contribution to journal › Article › peer-review

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Abstract

The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from a p-variate population are derived. Of particular interest is the joint asymptotic distribution of the marginal sample medians, on the basis of which tests of significance for population medians are developed. Methods of estimating unknown nuisance parameters are discussed. The approach is completely nonparametric.

Original language	English (US)
Pages (from-to)	15-23
Number of pages	9
Journal	Journal of Multivariate Analysis
Volume	27
Issue number	1
DOIs	https://doi.org/10.1016/0047-259X(88)90112-1
State	Published - Oct 1988

All Science Journal Classification (ASJC) codes

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

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10.1016/0047-259X(88)90112-1

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title = "Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population",

abstract = "The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from a p-variate population are derived. Of particular interest is the joint asymptotic distribution of the marginal sample medians, on the basis of which tests of significance for population medians are developed. Methods of estimating unknown nuisance parameters are discussed. The approach is completely nonparametric.",

author = "Babu, {G. Jogesh} and Rao, {C. Radhakrishna}",

note = "Funding Information: Received November 11, 1987. AMS 1980 subject classifications: 62815, 62G30. Key words and phrases: asymptotic tests, bootstrap, quantiles, quantile processes, tests based on medians. * Research sponsored by the Air Force Office of Scientific Research under Contract F49620-85-C-0008. The U.S. Government{\textquoteright}s right to retain a nonexclusive royalty-free license in and to the copyright covering this paper, for governmental purposes, is acknowledged.",

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doi = "10.1016/0047-259X(88)90112-1",

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AU - Rao, C. Radhakrishna

N1 - Funding Information: Received November 11, 1987. AMS 1980 subject classifications: 62815, 62G30. Key words and phrases: asymptotic tests, bootstrap, quantiles, quantile processes, tests based on medians. * Research sponsored by the Air Force Office of Scientific Research under Contract F49620-85-C-0008. The U.S. Government’s right to retain a nonexclusive royalty-free license in and to the copyright covering this paper, for governmental purposes, is acknowledged.

PY - 1988/10

Y1 - 1988/10

N2 - The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from a p-variate population are derived. Of particular interest is the joint asymptotic distribution of the marginal sample medians, on the basis of which tests of significance for population medians are developed. Methods of estimating unknown nuisance parameters are discussed. The approach is completely nonparametric.

AB - The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from a p-variate population are derived. Of particular interest is the joint asymptotic distribution of the marginal sample medians, on the basis of which tests of significance for population medians are developed. Methods of estimating unknown nuisance parameters are discussed. The approach is completely nonparametric.

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JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

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ER -

Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population

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