Uniform strong consistency of sample quantiles

DOI10.1016/S0167-7152(97)00108-9zbMath0891.62035OpenAlexW2062001910MaRDI QIDQ1379903

Ryszard Zieliński

Publication date: 25 June 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00108-9

zbMATH Keywords

almost sure convergenceuniform strong convergencesample quantilesepsilon-contamination

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items

Uniform strong consistency of robust estimators. ⋮ Remarks on uniform convergence of random variables and statistics ⋮ A relative robust approach on expected returns with bounded CVaR for portfolio selection ⋮ Sharp distribution-free bounds on the bias in estimating quantiles via order statistics ⋮ A note on the uniform asymptotic normality of location M-estimates

Cites Work

• Unnamed Item
• On Sequential Estimation
• Probability Inequalities for Sums of Bounded Random Variables
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles

This page was built for publication: Uniform strong consistency of sample quantiles