The Bahadur representation of sample quantiles for sequences of strongly mixing random variables

Cites Work

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A Note on Quantiles in Large Samples
A general moment inequality for the maximum of the rectangular partial sums of multiple series
On deviations between empirical and quantile processes for mixing random variables
Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors
Extensions of Billingsley's theorems on weak convergence of empirical processes

Cited In (37)

Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
Set-indexed conditional empirical and quantile processes based on dependent data
Simulating risk measures via asymptotic expansions for relative errors
Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
Multivariate generalized linear-statistics of short range dependent data
The Berry-Esséen type bound of sample quantiles for strong mixing sequence
Bahadur representation for \(U\)-quantiles of dependent data
Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
Strong Approximation of Quantile Function for Strong Mixing and Censored Processes
Inference for performance measures for financial assets
The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
Some practical and theoretical issues related to the quantile estimators
The Bahadur representation of sample quantiles for weakly dependent sequences
Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes
Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
The Bahadur representation of sample quantiles for φ-mixing random variables and its application
On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
Sample quantile analysis for long-memory stochastic volatility models
Powerful Backtests for Historical Simulation Expected Shortfall Models
The Bahadur representation for sample quantiles under weak dependence
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
A note on bias and mean squared error in steady-state quantile estimation
The Bahadur representation for sample quantiles under strongly mixing sequence
Rank tests for short memory stationarity
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
The Bahadur representation for sample quantiles under dependent sequence
A remark on the Bahadur representation of sample quantiles for negatively associated sequences
Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data
Testing Independence in Linear Process with Non-Normal Innovations
Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
Assessing and Visualizing Simultaneous Simulation Error
The Bahadur representation for sample quantiles under negatively associated sequence
The Bahadur representation for empirical and smooth quantile estimators under association
Berry-Esséen bound of sample quantiles for negatively associated sequence

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