DOI: 10.1002/sta4.70177 ISSN: 2049-1573

Convergence in Distribution of the P–P Process in L1[0,1]

Brendan K. Beare, Tetsuya Kaji
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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.

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