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Some practical and theoretical issues related to the quantile estimators

  • Dagmara Dudek,
  • Anna Kuczmaszewska

摘要

The paper contains the comparative analysis of the efficiency of different qunatile estimators for various distributions. Additionally, we show strong consistency of different quantile estimators and we study the Bahadur representation for each of the quantile estimators, when the sample is taken from NA, \(\varphi \) φ , \(\rho ^*\) ρ , \(\rho \) ρ -mixing population.