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关于 Wilks 分位数区间的分布无关置信区间AI 解读

This paper investigates the distribution-free outer confidence interval for the quantile interval introduced by Wilks. Besides exact expressions and a recurrence formula some bounds are derived for the probability of correct coverage of the quantile interval which improve bounds known up to now, and which are tested in several examples. Asymptotic approximations are discussed and applications of the developed methods to other statistics based on order statistics are…

多元秩次统计量的渐近分布AI 解读

By means of a general weak convergence theorem some invariance principles are proven for the multivariate sequential empirical process and for the multivariate rank order process w.r.t. stronger metrics than the generalized Skorohod metric. The underlying random variables are neither assumed to be independent nor to be stationary. These results are then applied to derive convergence of the weighted empirical cumulatives and for the weighted rank order process. Finally by a…