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On the error evaluation of the joint normal approximation for sample quantiles

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Summary

This paper is concerned with non-asymptotic error evaluation for the uniform (or (B) d -type) joint normal approximation fork sample quantiles. The evaluation generalizes Reiss’ single sample quantile case in [6], where the type of approximation is a little weaker than that of the present article.

Some improvements of the previous results [2] are also given for the uniform asymptotic joint normality of increasing number of sample quantiles as the sample size increases.

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References

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Authors
  1. T. Matsunawa
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The institute of statistical mathematics

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Matsunawa, T. On the error evaluation of the joint normal approximation for sample quantiles. Ann Inst Stat Math 27, 189–199 (1975). https://doi.org/10.1007/BF02504639

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  • DOI: https://doi.org/10.1007/BF02504639

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