On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence

DOI10.1007/S00362-012-0472-ZzbMath1297.62054OpenAlexW2066427220MaRDI QIDQ744753

Shuhe Hu, Wenzhi Yang, Qinchi Zhang

Publication date: 26 September 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0472-z

zbMATH Keywords

Bahadur representationconvergence ratesample quantile\(\alpha\)-mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (10)

A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Assessing and Visualizing Simultaneous Simulation Error ⋮ On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application ⋮ Asymptotics for the linear kernel quantile estimator ⋮ Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series ⋮ Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors ⋮ The Bahadur representation for sample quantiles under dependent sequence ⋮ Note on sample quantiles for ordinal data ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences

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