The Bahadur representation of sample quantiles for <i>φ</i>-mixing random variables and its application (Q5004991): Difference between revisions

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scientific article; zbMATH DE number 7378143

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English	The Bahadur representation of sample quantiles for <i>φ</i>-mixing random variables and its application	scientific article; zbMATH DE number 7378143

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instance of

scholarly article

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title

The Bahadur representation of sample quantiles for <i>φ</i>-mixing random variables and its application (English)

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4 August 2021

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zbMATH Keywords

asymptotic normality

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Bahadur representation

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sample quantile

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Berry-Esséen bound

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real data analysis

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$\varphi$-mixing random variables

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/02331888.2021.1923713

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cites work

Q5633359

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Q5560061

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On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables

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An invariance principle for $\phi$-mixing sequences

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Almost sure invariance principles for mixing sequences of random variables

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Limiting behaviour of moving average processes under $\varphi $-mixing assumption

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Large deviations for some dependent sequences

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Berry-Esséen bound of sample quantiles for $\varphi $-mixing random variables

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On asymptotic approximation of inverse moments for a class of nonnegative random variables

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Equivalent conditions of complete moment and integral convergence for a class of dependent random variables

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The asymptotic properties of the estimators in a semiparametric regression model

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A Note on Quantiles in Large Samples

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On deviations between empirical and quantile processes for mixing random variables

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The Bahadur representation of sample quantiles for sequences of strongly mixing random variables

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Smooth estimate of quantiles under association

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On the Bahadur representation of sample quantiles for dependent sequences

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The Bahadur representation for sample quantiles under weak dependence

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The Bahadur representation for sample quantiles under strongly mixing sequence

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The Bahadur representation for sample quantiles under negatively associated sequence

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Bahadur representation of linear kernel quantile estimator of VaR under $\alpha $-mixing assumptions

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On the Bahadur representation of sample quantiles for widely orthant dependent sequences

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Probability

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Convergence of stochastic processes

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Q3476066

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Q3641592

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Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.

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Identifiers

zbMATH Open document ID

1473.62139

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DOI

10.1080/02331888.2021.1923713

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5004991

@@ Property / cites work @@
+Q5633359
@@ Property / cites work: Q5633359 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
+Normal rank
@@ Property / cites work @@
+An invariance principle for \(\phi\)-mixing sequences
+Normal rank
@@ Property / cites work @@
+Almost sure invariance principles for mixing sequences of random variables
+Normal rank
@@ Property / cites work @@
+Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
+Normal rank
@@ Property / cites work @@
+Large deviations for some dependent sequences
@@ Property / cites work: Large deviations for some dependent sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
+Normal rank
@@ Property / cites work @@
+On asymptotic approximation of inverse moments for a class of nonnegative random variables
+Normal rank
@@ Property / cites work @@
+Equivalent conditions of complete moment and integral convergence for a class of dependent random variables
+Normal rank
@@ Property / cites work @@
+The asymptotic properties of the estimators in a semiparametric regression model
+Normal rank
@@ Property / cites work @@
+A Note on Quantiles in Large Samples
@@ Property / cites work: A Note on Quantiles in Large Samples / rank @@
+Normal rank
@@ Property / cites work @@
+On deviations between empirical and quantile processes for mixing random variables
+Normal rank
@@ Property / cites work @@
+The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
+Normal rank
@@ Property / cites work @@
+Smooth estimate of quantiles under association
@@ Property / cites work: Smooth estimate of quantiles under association / rank @@
+Normal rank
@@ Property / cites work @@
+On the Bahadur representation of sample quantiles for dependent sequences
+Normal rank
@@ Property / cites work @@
+The Bahadur representation for sample quantiles under weak dependence
+Normal rank
@@ Property / cites work @@
+The Bahadur representation for sample quantiles under strongly mixing sequence
+Normal rank
@@ Property / cites work @@
+The Bahadur representation for sample quantiles under negatively associated sequence
+Normal rank
@@ Property / cites work @@
+Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
+Normal rank
@@ Property / cites work @@
+On the Bahadur representation of sample quantiles for widely orthant dependent sequences
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3476066
@@ Property / cites work: Q3476066 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3641592
@@ Property / cites work: Q3641592 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.
+Normal rank