On the Bahadur-Ghosh-Kiefer representation of sample quantiles

DOI10.1016/0167-7152(92)90130-WzbMath0752.62015WikidataQ56533820 ScholiaQ56533820MaRDI QIDQ1200752

Soumendra Nath Lahiri

Publication date: 16 January 1993

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

zbMATH Keywords

differentiabilityasymptotic normalitysample quantilepopulation quantileBahadur-Ghosh representation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ A Berry-Esseen theorem for sample quantiles under weak dependence ⋮ Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series ⋮ A Quantile‐based Test for Symmetry of Weakly Dependent Processes

Cites Work

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• Limit Distributions for Order Statistics. I
• On bahadur's representation of quantiles in nonregular cases
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• A New Proof of the Bahadur Representation of Quantiles and an Application

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