Journal of Guangxi Normal University(Natural Science Edition) ›› 2015, Vol. 33 ›› Issue (1): 80-85.doi: 10.16088/j.issn.1001-6600.2015.01.013

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The Bahadur Representation of KL Quantile Estimation

ZHENG Li-xia1, YANG Shan-chao2, WANG Zhang-jun2   

  1. 1. Lijiang College, Guangxi Normal University, Guilin Guangxi 541004, China;
    2. College of Mathematics and Statistics, Guangxi Normal University, Guilin Guangxi 541004, China
  • Received:2014-09-29 Online:2015-03-15 Published:2018-09-17

Abstract: The Bahadur representation plays an important role in studying asymptotic properties of sample quantile estimation. In this paper, under the conditions of independent samples, the Bahadur of KL quantile estimation and its convergence rate op(k-1/2n) are derived. The asymptotic normality and the confidence interval estimation of the KL quantile estimation are also presented.

Key words: KL quantile estimation, Bahadur representation, asymptotic normality

CLC Number: 

  • O211.4
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