Asymptotics for the linear kernel quantile estimator (Q2177715): Difference between revisions

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+On deviations between empirical and quantile processes for mixing random variables
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+A Note on Quantiles in Large Samples
@@ Property / cites work: A Note on Quantiles in Large Samples / rank @@
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+A uniform central limit theorem for nonuniform \(\phi\)-mixing random fields
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+Limiting behaviour of moving average processes under \(\varphi \)-mixing assumption
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+Q3571063
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+Q3269536
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+Mixing: Properties and examples
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+The invariance principle for ϕ-mixing sequences
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+Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes
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+Q5582082
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+VaR is subject to a significant positive bias
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+A characterization of a new type of strong law of large numbers
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+The Bahadur representation for sample quantile under NOD sequence
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+The Bahadur representation for sample quantiles under negatively associated sequence
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+Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables
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+On Estimation of a Probability Density Function and Mode
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+Nonparametric Statistical Data Modeling
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+An invariance principle for \(\phi\)-mixing sequences
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+Q5633359
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+Approximation Theorems of Mathematical Statistics
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+Kernel Quantile Estimators
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+Exponential inequalities for dependent random variables
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+On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
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+On Complete Convergence for Nonstationary ϕ-Mixing Random Variables
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+On asymptotic approximation of inverse moments for a class of nonnegative random variables
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+A Note on the Rate of Complete Convergence for Weighted Sums of Arrays of Banach Space Valued Random Elements
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+On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
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+Kernel type smoothed quantile estimation under long memory
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+On complete convergence for weighted sums of \(\varphi \)-mixing random variables
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+The Bahadur representation for sample quantiles under strongly mixing sequence
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+Some Baum-Katz type results for \({\varphi}\)-mixing random variables with different distributions
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+Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
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+Some strong limit theorems for \(\tilde \rho\)-mixing sequences of random variables
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+Some strong limit theorems for weighted product sums of \(\widetilde{\rho}\)-mixing sequences of random variables
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+On the Bahadur representation of sample quantiles for dependent sequences
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+A Smooth Nonparametric Estimator of a Quantile Function
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+The Bahadur representation for sample quantiles under dependent sequence
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+Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
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+A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence
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+A note on strong approximation for quantile processes of strong mixing sequences
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+On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
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