The difference of symmetric quantiles under long range dependence

DOI10.1016/J.SPL.2014.12.022MaRDI QIDQ2018635zbMATH OpenOpenAlexFDO

Authors Garth Tarr, Neville Weber, Samuel Müller

Publication date 24 March 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.12.022

zbMATH Keywords

U-statisticsinterquartile rangelong range dependencepairwise means

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3646134 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3612276 (Why is no real title available?)
• A robust scale estimator based on pairwise means
• Alternatives to the Median Absolute Deviation
• Asymptotic Statistics
• Asymptotic properties of U-processes under long-range dependence
• Bahadur representation for U-quantiles of dependent data
• Estimates of Location Based on Rank Tests
• Large sample inference for long memory processes
• Long-memory processes. Probabilistic properties and statistical methods
• Long-range dependence and sea level forecasting
• On the Bahadur representation of sample quantiles for dependent sequences
• Robust Statistics
• Robust estimation of precision matrices under cellwise contamination
• Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
• Weak convergence to fractional brownian motion and to the rosenblatt process
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data

Cited in

(1)

• Large sample behaviour of some well-known robust estimators under long-range dependence

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• longmemo

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