A law of the iterated logarithm is proved for sample $p$-quantiles when the probability distribution function varies regularly at $\xi$ with $F(\xi) = p$.
Publié le : 1974-07-14
Classification:
Order statistics,
law of the iterated logarithm,
regular variation,
60F15,
62G30,
26A12
@article{1176342769,
author = {Haan, Laurens De},
title = {On Sample Quantiles from a Regularly Varying Distribution Function},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 815-818},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342769}
}
Haan, Laurens De. On Sample Quantiles from a Regularly Varying Distribution Function. Ann. Statist., Tome 2 (1974) no. 1, pp. 815-818. http://gdmltest.u-ga.fr/item/1176342769/