Uniform strong consistency of sample quantiles

DOI10.1016/S0167-7152(97)00108-9zbMATH Open0891.62035OpenAlexW2062001910MaRDI QIDQ1379903FDOQ1379903

Authors: 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

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zbMATH Keywords

almost sure convergencesample quantilesuniform strong convergenceepsilon-contamination

Mathematics Subject Classification ID

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

Cites Work

• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• Title not available (Why is that?)
• Probability Inequalities for Sums of Bounded Random Variables
• On Sequential Estimation

Cited In (7)

• Uniform strong consistency of robust estimators.
• The uniform asymptotics on the sample quantile process
• Sharp distribution-free bounds on the bias in estimating quantiles via order statistics
• Remarks on uniform convergence of random variables and statistics
• A relative robust approach on expected returns with bounded CVaR for portfolio selection
• A strong limit theorem for the oscillation modulus of the uniform empirical quantile process
• A note on the uniform asymptotic normality of location M-estimates

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