Asymptotic expansions for sample quantiles
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Publication:1231323
DOI10.1214/aop/1176996132zbMath0339.60017OpenAlexW1968437881MaRDI QIDQ1231323
Publication date: 1976
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996132
Nonparametric robustness (62G35) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)
Related Items (11)
Rates of uniform convergence of extreme order statistics ⋮ Influence of design on the rate of convergence to normality in L1 regression ⋮ Unified estimators of smooth quantile and quantile density functions ⋮ A note on coverage error of bootstrap confidence intervals for quantiles ⋮ Bootstrapping the distance between smooth bootstrap and sample quantile distribution ⋮ Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables ⋮ Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests ⋮ Cornish-Fisher expansions using sample cumulants and monotonic transformations ⋮ Asymptotics of the optimal confidence region for shift and scale, based on two order statistics ⋮ On the approximation accuracy for quantiles in a random-size sample ⋮ An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
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