分位数过程与 P-P 过程在 L1(0,1)空间中分布收敛的充要条件
发布时间：2025-09-25
9月
26
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时间和日期
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2025-09-26 (星期五) 15:30 下午
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17:00 下午
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地点
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综合教学楼D904会议室
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| 标题 | 分位数过程与 P-P 过程在 L1(0,1)空间中分布收敛的充要条件 |
| 日期和时间 |
2025年9月26日（周五） 15:30-17:00 |
| 地点 | 综合教学楼D904会议室 |
| 主讲人 |
Brendan K Beare教授 悉尼大学 |
| 摘要 | We establish a necessary and sufficient condition for the quantile process based on iid sampling to converge in distribution in L1(0,1). The condition is that the quantile function is locally absolutely continuous on the open unit interval and satisfies a slight strengthening of square integrability. We further establish a necessary and sufficient condition for the P-P process based on iid sampling from two populations to converge in distribution in L1(0,1). The condition is that the P-P curve is locally absolutely continuous on the open unit interval. If either process converges in distribution then it may be approximated using the bootstrap. |
| 主讲人简介 | Brendan K. Beare 是悉尼大学的计量经济学教授。他的研究兴趣包括分布比较、重尾现象、期权误定价和时间序列分析。 |
