The paper contains the comparative analysis of the efficiency of different qunatile estimators for various distributions. Additionally, we show strong consistency of different quantile estimators and we study the Bahadur representation for each of the quantile estimators, when the sample is taken from NA, φ φ , ρ ^* ρ ∗ , ρ ρ -mixing population.
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Dudek et al. (2024) studied this question.
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