Uniform asymptotic joint normality of a set of increasing number of sample quantiles (Q1069227)

Uniform (or type \((B)_ d\)) asymptotic normality of the joint distribution of an increasing number of sample quantiles is investigated as the number of observations gets large. Type \((B)_ d\) asymptotic normality is a strictly stronger notion than the usual one which is based on convergence in law (and called \((M)_ d\) asymptotic normality in the author's terminology). In contrast, \((B)_ d\) asymptotic normality is related to convergence in total variation. The first author and \textit{T. Matsunawa} [ibid. 24, 33-52 (1972; Zbl 0313.62017)] derived \((B)_ d\) type asymptotic normality results for a set of increasing number of sample quantiles, under rather restrictive conditions. The present paper gives an improvement of these results.