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

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  • Lahiri, S. N.

Abstract

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

Suggested Citation

  • Lahiri, S. N., 1992. "On the Bahadur--Ghosh--Kiefer representation of sample quantiles," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 163-168, September.
  • Handle: RePEc:eee:stapro:v:15:y:1992:i:2:p:163-168
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    Cited by:

    1. Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
    2. Moritz Jirak, 2016. "Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 825-836, November.
    3. Sharipov, Olimjon Sh. & Wendler, Martin, 2013. "Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1028-1035.

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