Strongly-consistent, distribution-free confidence intervals for quantiles

Statistics and Probability Letters

Volumn 29, Issue 1, 1996, Pages 45-53

  Gilat, David ^b   Hill, T P ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b NONE

Author keywords

Confidence intervals; Empirical distribution function; One sided strong laws; Order statistics; Quantile estimators; Quantile intervals; Quantiles; Strongly consistent estimators

Indexed keywords

EID: 16144366452     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(95)00154-9     Document Type: Article

References (7)

1. Csörgö, M. (1983), Quantile Processes with Statistical Applications, CBMS-NSF Regional Conference Series in Applied Mathematics, Vol. 42 (SIAM, Philadelphia, PA).
2. Csörgö, M. and L. Horváth (1989), On confidence bands for the quantile function of a continuous distribution function, Coll. Math. Soc. J. Bolyai 57; Limit Theorems in Probability and Statistics (North-Holland, Amsterdam) pp. 95-106.
3. David, H. (1981), Order Statistics (Wiley, New York, 2nd ed.).
4. Gilat, D. and T. Hill (1992), One-sided refinements of the strong law of large numbers and the Glivenko-Cantelli Theorem, Ann. Probab. 20, 1213-1221.
5. Gilat, D. and T. Hill (1993), Rates of convergence of one-sided estimators for means and quantiles, Technical Report 93-017, School of Mathematics, Georgia Institute of Technology.
6. Shorack, G. and J. Wellner (1986), Empirical Processes with Applications to Statistics (Wiley, New York).
7. Stigler, S. (1974), Linear functions of order statistics with smooth weight functions, Ann. Statist. 2, 676-693.