BAHADUR’S REPRESENTATION OF SAMPLE QUANTILES BASED ON
SMOOTHED ESTIMATES OF A DISTRIBUTION FUNCTION
Abstract: Suppose is a convolution-smoother of the standard empirical distribution
function based on a random sample from a distribution with a positive density. Consider
the smoothed sample quantile function Under appropriate
conditions, we establish a pointwise Bahadur type representation theorem [1] from which
local behavior can be inferred.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -