@incollection{glyhen22,
	abstract = {We provide a new proof of a central limit theorem for empirical
quantiles in the positive-recurrent Markov process setting under
conditions that are essentially tight. We also
establish the validity of the method of nonoverlapping batch means
with a fixed number of batches for interval estimation of the
quantile. The conditions of these results are likely to be difficult
to verify in practice, and so we also provide more easily verified
sufficient conditions.},
	author = {Peter W. Glynn and Shane G. Henderson},
	booktitle = {Festschrift for Pierre L'Ecuyer},
	date-added = {2022-04-24 22:00:03 -0400},
	date-modified = {2022-04-24 22:05:14 -0400},
	note = {To appear},
	publisher = {Springer},
	title = {A Central Limit Theorem for Empirical Quantiles in the Markov Chain Setting},
	url_paper = {pubs/glyhen22.pdf},
	year = {2022}}

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