A note on the residual median process

Ghosh, J. K. ; Mustafi, C. K. (1986) A note on the residual median process Canadian Journal of Statistics, 14 (3). pp. 251-255. ISSN 0319-5724

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Official URL: http://onlinelibrary.wiley.com/doi/10.2307/3314802...

Related URL: http://dx.doi.org/10.2307/3314802


We study the residual median process, defined as the median of those observations which are greater than a number t. Using appropriate limit theorems, it is shown that the stochastic process converges in law to a Gaussian process defined in terms of a Brownian bridge.

Item Type:Article
Source:Copyright of this article belongs to Statistical Society of Canada.
Keywords:Residual Median; Brownian Bridge; Kiefer Process; Law of Iterated Logarithm
ID Code:22652
Deposited On:24 Nov 2010 08:05
Last Modified:02 Jun 2011 07:17

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