Conditional Empirical Processes
Open Access
- 1 June 1986
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 14 (2) , 638-647
- https://doi.org/10.1214/aos/1176349943
Abstract
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.Keywords
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