The Bahadur-Kiefer representation for U-quantiles

DOI10.1214/AOS/1032526976MaRDI QIDQ1816992zbMATH OpenOpenAlexFDO

Authors Miguel A. Arcones

Publication date 1 December 1996

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1032526976

zbMATH Keywords

\(U\)-quantilesBahadur-Kiefer representationdifferentiable statistical functionalsempirical process of \(U\)-statistic structurelocal variance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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• The Bahadur representation of KL quantile estimation

Cites work

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• Some strong limit theorems for M-estimators
• The central limit theorem for stochastic processes
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• Theory of Reproducing Kernels
• Weak and strong representations for trimmed U-statistics

Cited in

(12)

• On the Bahadur-Ghosh-Kiefer representation of sample quantiles
• Bahadur representation of M_m estimates
• Asymptotic theorems for kernel U-quantiles
• Distributed statistical estimation and rates of convergence in normal approximation
• Bahadur representations for bootstrap quantiles
• Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
• Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
• On the Bahadur - Kiefer Representation for Intermediate Sample Quantiles
• Bahadur representation for U-quantiles of dependent data
• Multivariate spatial conditional U-quantiles: a Bahadur-Kiefer representation
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data

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