Asymptotic Expansions for Sample Quantiles
Reiss, R.-D.
Ann. Probab., Tome 4 (1976) no. 6, p. 249-258 / Harvested from Project Euclid
This paper deals with an Edgeworth-type expansion for the distribution of a sample quantile. As the sample size $n$ increases, these expansions establish a higher order approximation which holds uniformly for all Borel sets. If the underlying distribution function has $s + 2$ left and right derivatives at the true quantile, the error of the approximation is of order $O(n^{-(s+1)})$. From this result asymptotic expansions for the distribution functions of sample quantiles and for percentage points are derived.
Publié le : 1976-04-14
Classification:  Sample quantiles,  Edgeworth expansions,  percentage points,  60F05,  62G35
@article{1176996132,
     author = {Reiss, R.-D.},
     title = {Asymptotic Expansions for Sample Quantiles},
     journal = {Ann. Probab.},
     volume = {4},
     number = {6},
     year = {1976},
     pages = { 249-258},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996132}
}
Reiss, R.-D. Asymptotic Expansions for Sample Quantiles. Ann. Probab., Tome 4 (1976) no. 6, pp.  249-258. http://gdmltest.u-ga.fr/item/1176996132/