A Note on Quantiles in Large Samples

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The behavior of sequential confidence intervals under contamination
The almost sure representation of intermediate order statistics
Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
Median cross-validation criterion
scientific article; zbMATH DE number 3359489 (Why is no real title available?)
Contiguity and irreconcilable nonstandard asymptotics of statistical tests
Non-asymptotic bounds for percentiles of independent non-identical random variables
Bahadur representations for the bootstrap median absolute deviation and the application to projection depth weighted mean
\(M\)-estimation of linear models with dependent errors
Set-indexed conditional empirical and quantile processes based on dependent data
The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic
Easy and accurate variance estimation of the nonparametric estimator of the partial area under the ROC curve and its application
Almost sure representations of weightedU-statistics with applications
On Bahadur's representation of sample quantiles
Stabilized hard thresholding for an unknown noise level
Multivariate generalized linear-statistics of short range dependent data
On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes
Analysis of the forward search using some new results for martingales and empirical processes
Asymptotic distributions of non-degenerate U-statistics on trimmed samples
Pairwise comparisons of dependent groups based on medians
Asymptotic behavior of central order statistics from stationary processes
Multivariate spatial conditional U-quantiles: a Bahadur-Kiefer representation
On quantiles estimation based on different stratified sampling with optimal allocation
Limiting distributions for \(L_1\) regression estimators under general conditions
Asymptotic joint distribution of sample quantiles and sample mean with applications
Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
Asymptotic properties of perturbed empirical distribution functions evaluated at a random point
Quantile estimation in the proportional hazards model of random censorship
Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
Nonparametric prediction of future order statistics
Strong laws for local quantile processes
Asymptotic deviations between perturbed empirical and quantile processes
The Berry-Esséen type bound of sample quantiles for strong mixing sequence
A likelihood ratio approach to sequential change point detection for a general class of parameters
Bahadur representation for U-quantiles of dependent data
Bahadur representations for the median absolute deviation and its modifications
Quartile ranked set sampling for estimating the distribution function
Mobility measurement, transition matrices and statistical inference
Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
Selective inference with a randomized response
Bi-polarization comparisons
The Bahadur representations of quantile estimators in general unequal probability sampling
On Bivariate Ranked Set Sampling for Distribution and Quantile Estimation and Quantile Interval Estimation Using Ratio Estimator
Mark to market value at risk
Weak and strong quantile representations for randomly truncated data with applications,
Large-sample confidence intervals for risk measures of location-scale families
Smooth estimation of multivariate survival and density functions
Nonparametric estimation of the threshold at an operating point on the ROC curve
Strong approximations of the quantile process of the product-limit estimator
On the validity of the batch quantile method for Markov chains
An invariance principle for linear combinations of order statistics
On quantile processes for m-dependent Rv's
Local linear quantile estimation for nonstationary time series
On the multivariate two-sample problem using strong approximations of empirical copula processes
Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution
Asymptotic approximation of kernel-type estimators with its application.
On using linear ordered rank statistics for detecting early differences between two distributions
Bahadur representation and its applications for local polynomial estimates in nonparametric M -regression
Berry-Esseen theorem for sample quantiles with locally dependent data
An IV estimator for a functional coefficient model with endogenous discrete treatments
The Bahadur Representation of the TTT-Transform
Bahadur-Kiefer representations for time dependent quantile processes
Weak limit theorems for univariate \(k\)-mean clustering under a nonregular condition
Some practical and theoretical issues related to the quantile estimators
Simultaneous inference for pairwise graphical models with generalized score matching
Nonparametric inference via bootstrapping the debiased estimator
On the incorporation of parameter uncertainty for inventory management using simulation
A new concept of quantiles for directional data and the angular Mahalanobis depth
A Tutorial on Quantile Estimation via Monte Carlo
Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
Strong representations for LAD estimators in linear models
Optimal tests for autoregressive models based on autoregression rank scores
Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
Exact slopes fot a life testing problem involving the two parameter exponential distribution
On the Bahadur representation of sample quantiles for score functionals
The Bahadur representation of sample quantiles for weakly dependent sequences
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
Probability inequalities for sums of absolutely regular processes and their applications
On semiparametric mode regression estimation
The second-order bias of quantile estimators
Deviations between sample quantiles and empirical processes under absolute regular properties
Asymptotics of the two-stage spatial sign correlation
Statistical inference for poverty measures with relative poverty lines
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Estimation of conditional quantiles from data with additional measurement errors
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies
Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
On Vervaat and Vervaat-error-type processes for partial sums and renewals
Self‐normalization for Spatial Data
An almost sure representation of sample circular median
Composite quantile regression for massive datasets
Smooth nonparametric estimation of thedistribution and density functions from record-breaking data
Asymptotics of \(k\)-mean clustering under non-i.i.d. sampling
Granularity adjustment for risk measures: systematic vs unsystematic risks
Quantiles naïve, ratio and difference estimators for efficient stratified sampling designs
On the Bahadur representation of sample quantiles for dependent sequences
A journey in single steps: robust one-step M-estimation in linear regression
Empirical process of concomitants for partly categorial data and applications in statistics

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