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Quantile Functions, Convergence in Quantile, and Extreme Value Distribution Theory.
1980Abstract : The aim of this paper is to summarize the probability theory of quantile functions. The contributions of this paper are: (1) to emphasize the duality of quantile functions with distribution functions (sec. 1); (2) to explicitly define the notions of 'convergence in quantile' and 'convergence in r-mean quantile' (sec 2); (3) provide simple ...
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