Pages that link to "Item:Q2583423"

The following pages link to On the Bahadur representation of sample quantiles for dependent sequences (Q2583423):

Displaying 50 items.

• Quantile and quantile-function estimations under density ratio model (Q367004) (← links)
• Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
• The Bahadur representation for sample quantiles under strongly mixing sequence (Q607174) (← links)
• Kernel estimation for time series: an asymptotic theory (Q608217) (← links)
• A remark on the Bahadur representation of sample quantiles for negatively associated sequences (Q634845) (← links)
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
• Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
• Sensitivity analysis of ranked data: from order statistics to quantiles (Q896493) (← links)
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
• Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
• Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences (Q946481) (← links)
• Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption (Q951205) (← links)
• Trimmed sums of long range dependent moving averages (Q951214) (← links)
• \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
• Moderate and large deviations for the smoothed estimate of sample quantiles (Q1657911) (← links)
• A note on bias and mean squared error in steady-state quantile estimation (Q1785384) (← links)
• Nonparametric deconvolution problem for dependent sequences (Q1951771) (← links)
• Convergence rate and Bahadur type representation of general smoothing spline M-estimates (Q1952109) (← links)
• The difference of symmetric quantiles under long range dependence (Q2018635) (← links)
• On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
• Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
• Testing axial symmetry by means of directional regression quantiles (Q2044393) (← links)
• Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
• Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
• Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
• The Bahadur representation for sample quantiles under dependent sequence (Q2274175) (← links)
• Estimating transformation function (Q2326051) (← links)
• Bahadur representations for bootstrap quantiles (Q2352402) (← links)
• Asymptotic behavior of central order statistics from stationary processes (Q2434484) (← links)
• Strong invariance principles for dependent random variables (Q2460327) (← links)
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Nonparametric estimation of quantiles for a class of stationary processes (Q2629806) (← links)
• A Measure-Valued Differentiation Approach to Sensitivities of Quantiles (Q2800376) (← links)
• The Bahadur representation of sample quantiles for weakly dependent sequences (Q2804554) (← links)
• Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series (Q2830682) (← links)
• UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH (Q2981831) (← links)
• The Bahadur representation for sample quantile under NOD sequence (Q3021175) (← links)
• UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL (Q4933588) (← links)
• GLOBAL BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED REGRESSION QUANTILES AND ITS APPLICATIONS (Q4979321) (← links)
• The Bahadur representation of sample quantiles for <i>φ</i>-mixing random variables and its application (Q5004991) (← links)
• On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application (Q5078398) (← links)
• Almost sure asymptotic properties of central order statistics from stationary processes (Q5079209) (← links)
• A Tutorial on Quantile Estimation via Monte Carlo (Q5117919) (← links)
• A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (Q5120674) (← links)
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
• Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes (Q5177575) (← links)
• The empirical likelihood estimation of the quantile function under the multiplicative intercept risk model (Q5866079) (← links)
• Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)