On the Bahadur--Ghosh--Kiefer representation of sample quantiles

It is shown that the differentiability of the underlying distribution function at the population pth quantile, 0 < p < 1, is equivalent to (i) the Bahadur--Ghosh representation and (ii) the asymptotic normality of the corresponding sample quantile.

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Year of publication:	1992
Authors:	Lahiri, S. N.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 2, p. 163-168
Publisher:	Elsevier
Keywords:	Sample quantiles Bahadur-Ghosh-Kiefer representation asymptotic normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138034