On the Bahadur - Kiefer Representation for Intermediate Sample Quantiles

Details On the Bahadur - Kiefer Representation for Intermediate Sample Quantiles On the Bahadur - Kiefer Representation for Intermediate Sample Quantiles

2011-06-11

arxiv.org/abs/1106.2260v1

Mathematics

Probability

17 pages

Scientific paper

We investigate a Bahadur-Kiefer type representation for the p-th empirical quantile corresponding to a sample of n i.i.d. random variables, when 0

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