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A note on the residual median process
Author(s) -
Ghosh J. K.,
Mustafi C. K.
Publication year - 1986
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314802
Subject(s) - residual , brownian bridge , mathematics , process (computing) , limit (mathematics) , brownian motion , brownian excursion , statistical physics , statistics , mathematical analysis , diffusion process , computer science , algorithm , physics , geometric brownian motion , operating system , knowledge management , innovation diffusion
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.
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