Strongly-consistent, distribution-free confidence intervals for quantiles

DOI10.1016/0167-7152(95)00154-9zbMath0861.62034OpenAlexW2041788338MaRDI QIDQ1126126

David Gilat, Theodore P. Hill

Publication date: 8 December 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.calpoly.edu/cgi/viewcontent.cgi?article=1044&context=rgp_rsr

zbMATH Keywords

order statisticsquantilesempirical distribution functionquantile estimatorsdistribution-free confidence intervalsone-sided strong laws of large numbersquantile intervals

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (1)

Alternative empirical distributions based on weighted linear combinations of order statistics

Cites Work

• One-sided refinements of the strong law of large numbers and the Glivenko-Cantelli theorem
• Linear functions of order statistics with smooth weight functions
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