On the Bahadur--Ghosh--Kiefer representation of sample quantiles

S. N. Lahiri

Statistics & Probability Letters, 1992, vol. 15, issue 2, 163-168

Abstract: It is shown that the differentiability of the underlying distribution function at the population pth quantile, 0

Keywords: Sample; quantiles; Bahadur--Ghosh--Kiefer; representation; asymptotic; normality (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (3)

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