Conditional Empirical Processes
证明了最近邻型条件经验过程的Donsker不变原理，并应用于条件分位数的渐近正态性，推导出条件分布函数的无分布检验和置信带。
We prove a Donsker-type invariance principle for a nearest-neighbor-type conditional empirical process. As an application we show asymptotic normality of conditional quantiles and derive large-sample distribution-free tests and confidence bands for a conditional distribution function.