Abstract
A law of the iterated logarithm is proved for sample $p$-quantiles when the probability distribution function varies regularly at $\xi$ with $F(\xi) = p$.
Citation
Laurens De Haan. "On Sample Quantiles from a Regularly Varying Distribution Function." Ann. Statist. 2 (4) 815 - 818, July, 1974. https://doi.org/10.1214/aos/1176342769
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