Asymptotics for L2 functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
Weighted L2 functionals of the empirical quantile process appear as a component of many test statistics, in particular in tests of fit to location-scale families of distributions based on weighted Wasserstein distances. An essentially complete set of distributional limit theorems for the squared emp...
| Main Authors: | , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
2005
|