WEAK-CONVERGENCE OF THE REMAINDER TERM IN THE BAHADUR REPRESENTATION OF EXTREME QUANTILES

被引:0
|
作者
FALK, M
机构
[1] Department of Mathematics, University of Siegen
关键词
Bahadur representation; empirical distribution function; extreme quantiles; sample quantile;
D O I
10.1016/0167-7152(90)90094-N
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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. © 1990.
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页码:47 / 50
页数:4
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