Convergence in Distribution of the P–P Process in L1[0,1]
Abstract
ABSTRACT We show that the percentile–percentile (P–P) process constructed from an independent and identically distributed sample of pairs converges in distribution in if and only if the associated P–P curve is absolutely continuous. When this condition holds, the limiting distribution is Gaussian and the process admits a valid bootstrap approximation.
Fields of Study & Subjects
Probability and Statistical Research
Statistical Distribution Estimation and Applications
Advanced Statistical Methods and Models
Publication details
- Journal / source
- Stat
- Volume
- 15
- Issue
- 4
- Publication date
- 20 October 2026
- Language
- EN