The Bahadur representation of sample quantiles for weakly dependent sequences

DOI10.1080/17442508.2015.1085537zbMath1341.62085OpenAlexW2287929472MaRDI QIDQ2804554

Wenzhi Yang, Shuhe Hu, YiWei Wang

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2015.1085537

zbMATH Keywords

Bahadur representationsample quantiles\(\tilde{\rho}\)-mixing sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (6)

Complete moment convergence of double-indexed randomly weighted sums of mixing sequences ⋮ On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application ⋮ The Bahadur representation for sample quantiles under dependent sequence ⋮ The Bahadur representation for empirical and smooth quantile estimators under association ⋮ Nonparametric estimation of the kernel function of symmetric stable moving average random functions ⋮ Laws of large numbers with infinite mean

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