Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes
نویسندگان
چکیده
منابع مشابه
Asymptotic properties of sample quantiles of discrete distributions
The asymptotic distribution of sample quantiles in the classical definition is well-known to be normal for absolutely continuous distributions. However, this is no longer true for discrete distributions or sampleswith ties.We show that the definition of sample quantiles based on mid-distribution functions resolves this issue and provides a unified framework for asymptotic properties of sample q...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1968
ISSN: 0003-4851
DOI: 10.1214/aoms/1177698155