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On the uniform asymptotic joint normality of sample quantiles

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Summary

Uniform (or type (B) d ) asymptotic normality of the joint distribution of an increasing number of sample quantiles as the sample size increases is investigated in both cases where the basic distributions are equal and are unequal. Under fairly general assumptions, sufficient conditions are derived for the asymptotic normality of sample quantiles.

Type (B) d asymptotic normality is a strictly stronger notion than the usual one which is based on the convergence in law, and the results obtained in this article will be helpful to widen the applicability of results on asymptotic normality of sample quantiles to related statistical inferences.

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Authors
  1. Sadao Ikeda
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  2. Tadashi Matsunawa
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Ikeda, S., Matsunawa, T. On the uniform asymptotic joint normality of sample quantiles. Ann Inst Stat Math 24, 33–52 (1972). https://doi.org/10.1007/BF02479736

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  • DOI: https://doi.org/10.1007/BF02479736

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