On deviations between empirical and quantile processes for mixing random variables

Cites Work

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On Bahadur's Representation of Sample Quantiles
Some Limit Theorems for Stationary Processes
The Invariance Principle for Stationary Processes
A note on empirical processes of strong-mixing sequences
The Law of the Iterated Logarithm for Some Classes of Stationary Processes
A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables

Cited In (47)

Set-indexed conditional empirical and quantile processes based on dependent data
$M$-estimation of linear models with dependent errors
Kesar Singh's contributions to statistical methodology
Multivariate generalized linear-statistics of short range dependent data
Limit theorems for functionals of moving averages
The Berry-Esséen type bound of sample quantiles for strong mixing sequence
Bahadur representation for $U$-quantiles of dependent data
On quantile processes for m-dependent Rv's
Some practical and theoretical issues related to the quantile estimators
Moderate deviations for M-estimators in linear models with $\phi$-mixing errors
The Bahadur representation of sample quantiles for weakly dependent sequences
Strong representations for LAD estimators in linear models
Deviations between sample quantiles and empirical processes under absolute regular properties
Bahadur representation of linear kernel quantile estimator of VaR under $\alpha $-mixing assumptions
The Bahadur representation of sample quantiles for φ-mixing random variables and its application
Asymptotics of $k$-mean clustering under non-i.i.d. sampling
A note on strong approximation for quantile processes of strong mixing sequences
On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
A note on bootstrapping the variance of sample quantile
Application of Bernstein polynomials for smooth estimation of a distribution and density function
A trimmed mean of location of an AR$(\infty)$ stationary process
The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
On Bahadur representation for sample quantiles under $\alpha$-mixing sequence
A note on the Bahadur representation of sample quantiles for $\alpha $-mixing random variables
Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
Large deviation probabilities for certain dependent processes
Asymptotic properties of Bernstein estimators on the simplex
Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables
On r-quick limit sets for empirical and related processes based on mixing random variables
Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
The Bahadur representation for sample quantiles under weak dependence
On the Glivenko-Cantelli theorem for generalized empirical processes based on strong mixing sequences
$U$-processes, $U$-quantile processes and generalized linear statistics of dependent data
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
The Bahadur representation for sample quantile under NOD sequence
Estimation of the reciprocal of the density quantile function at a point
The Bahadur representation for sample quantiles under strongly mixing sequence
MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
Asymptotics for the linear kernel quantile estimator
Estimating Bayesian credible intervals
Rank order statistics for time series models
The Bahadur representation for sample quantiles under dependent sequence
A remark on the Bahadur representation of sample quantiles for negatively associated sequences
The Bahadur representation for sample quantiles under negatively associated sequence
On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
Berry-Esséen bound of sample quantiles for negatively associated sequence

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