A Note on Quantiles in Large Samples

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Pivots versus signals in elections
A semiparametric Wald statistic for testing logistic regression models based on case-control data
On the rate of convergence in the central limit theorem for signed rank statistics
Strong approximations of the quantile process of the product-limit estimator
Moment (in-)equalities for differences of order statistics with different sample sizes
Asymptotically efficient estimation of the sparsity function at a point
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
Strong representations for LAD estimators in linear models
On Bahadur's representation of sample quantiles
On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
Weak limit theorems for univariate \(k\)-mean clustering under a nonregular condition
Bayes type estimates
Asymptotic deviations between perturbed empirical and quantile processes
On the Bahadur-Ghosh-Kiefer representation of sample quantiles
A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic
Rank statistics for serial dependence
Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
Minimum volume sets and generalized quantile processes
On the quantile process based on the autoregressive residuals.
Asymptotic representations for quantiles of pooled samples
On the dispersion of multivariate median
On testing for independence against right tail increasing in bivariate models
Bahadur-Kiefer representation properties of intermediate order statistics
Using i.i.d. bootstrap inference for general non-i.i.d. models
A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs
On the ``Demon problem of Youden
On using linear ordered rank statistics for detecting early differences between two distributions
Sharpening estimators using resampling
Uniform strong consistency of sample quantiles
On the rate of strong consistency of Lorenz curves
Strong laws for local quantile processes
Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
Median cross-validation criterion
Optimal tests for autoregressive models based on autoregression rank scores
Some contributions to M-estimation in linear models
Set-indexed conditional empirical and quantile processes based on dependent data
A journey in single steps: robust one-step M-estimation in linear regression
Smooth estimation of multivariate survival and density functions
The second-order bias of quantile estimators
Gradient-based structural change detection for nonstationary time series M-estimation
Large and moderate deviation principles for the bootstrap sample quantile
Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
Mark to market value at risk
Bahadur-Kiefer representations for time dependent quantile processes
Selective inference with a randomized response
A note on bias and mean squared error in steady-state quantile estimation
Weak and strong quantile representations for randomly truncated data with applications,
Bahadur representation of M_m estimates
Limiting distributions for \(L_1\) regression estimators under general conditions
On the asymptotic expansion of the empirical process of long-memory moving averages
Bahadur representation of the kernel quantile estimator under truncated and censored data.
Strong approximation of quantile processes by iterated Kiefer processes.
Asymptotic approximation of kernel-type estimators with its application.
Bahadur-Kiefer representations for GM-estimators in autoregression models
On stability of intermediate order statistics
An almost sure representation of sample circular median
Asymptotics of \(k\)-mean clustering under non-i.i.d. sampling
The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
Sample quantiles and additive statistics: Information, sufficiency, estimation
A short and elementary proof of the main Bahadur-Kiefer theorem
Direct use of regression quantiles to construct confidence sets in linear models
Bi-polarization comparisons
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
Interval and point estimators for the location parameter of the three-parameter lognormal distribution
Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
Nonparametric inference via bootstrapping the debiased estimator
Quantile based dimension reduction in censored regression
A new concept of quantiles for directional data and the angular Mahalanobis depth
Stochastic approximation algorithms for superquantiles estimation
Empirical process of concomitants for partly categorial data and applications in statistics
Marginal M-quantile regression for multivariate dependent data
Quantiles naïve, ratio and difference estimators for efficient stratified sampling designs
Concentration study of M-estimators using the influence function
Parametric measures of variability induced by risk measures
Asymptotics for the linear kernel quantile estimator
A central limit theorem for Wasserstein type distances between two distinct univariate distributions
Asymptotic standard errors of IRT observed-score equating methods
Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
Plug-in marginal estimation under a general regression model with missing responses and covariates
The Bahadur representation for sample quantiles under dependent sequence
On rank estimators in increasing dimensions
Estimation of conditional quantiles from data with additional measurement errors
Non-asymptotic bounds for percentiles of independent non-identical random variables
Estimating transformation function
Bahadur representations for bootstrap quantiles
Joint asymptotics for semi-nonparametric regression models with partially linear structure
Granularity adjustment for risk measures: systematic vs unsystematic risks
Simple computer intensive methods for estimating parameters of complex models
Flexible \(L\)-estimation in the linear model
The asymptotic law of the local oscillation modulus of the empirical process
New non-parametric inferences for low-income proportions
Asymptotic behavior of central order statistics from stationary processes
Mobility measurement, transition matrices and statistical inference
On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean
Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
Asymptotic distributions of non-degenerate U-statistics on trimmed samples

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