Could someone please help? A colleague recently needed the joint asymptotic
distribution of several sample quantiles and the sample mean, for iid random
variables. We couldn't find a reference - H.A. David's book didn't have it,
for example. I worked out a joint clt from first principles, but felt sure
that the problem must have been solved long ago. I've since been told that
it was, but haven't yet found a reference, which is needed for a paper my
colleague is writing.
Any pointers would be appreciated.
Thanks,
Barry Quinn,
UMIST.
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