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Perhaps the following articles concerning quantile estimation
may be interesting to you. The first one treats dependent random variables. The second paper is dealing with independent but not identically distributed random variables. \item[] {\rm Sen, P.K.} (1968). Asymptotic normality of sample quantiles for $m$-dependent processes. {\em Ann. Math. Statist.}, {\bf 39}, 1724-1730. \item[] {\rm Sen, P.K.} (1970). A note on order statistics for heterogeneous distributions. {\em Ann. Math. Statist.}, {\bf 41}, 2137-2139. Andreas Christmann ======================================= PD Dr. Andreas Christmann Universitaet Dortmund Hochschulrechenzentrum Wissenschaftliche Anwendungen D-44221 Dortmund GERMANY email A.Christmann@hrz.uni-dortmund.de phone (049)-231-755-2763 fax (049)-231-755-2731 ======================================= --------------------------------------------------------------------- This message was distributed by s-news@lists.biostat.wustl.edu. To unsubscribe send e-mail to s-news-request@lists.biostat.wustl.edu with the BODY of the message: unsubscribe s-news
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