Weak convergence of the remainder term in the Bahadur representation of extreme quantiles

Michael Falk

Statistics & Probability Letters, 1990, vol. 9, issue 1, 47-50

Abstract: Weak convergence of the remainder term in the Bahadur representation of the sample q-quantile is established, where q = qn tends to zero or one as the sample size n increases.

Keywords: Bahadur; representation; sample; quantile; empirical; distribution; function; extreme; quantiles (search for similar items in EconPapers)
Date: 1990
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