The difference of symmetric quantiles under long range dependence

DOI10.1016/J.SPL.2014.12.022zbMATH Open1308.62103OpenAlexW1992181101MaRDI QIDQ2018635FDOQ2018635

Samuel Müller, Neville Weber, Garth Tarr

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

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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)

Cites Work

• Asymptotic Statistics
• Estimates of Location Based on Rank Tests
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• Alternatives to the Median Absolute Deviation
• Robust Statistics
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• Weak convergence to fractional brownian motion and to the rosenblatt process
• Long-Memory Processes
• Bahadur representation for \(U\)-quantiles of dependent data
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• Long-range dependence and sea level forecasting
• On the Bahadur representation of sample quantiles for dependent sequences
• Asymptotic properties of \(U\)-processes under long-range dependence
• 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
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
• A robust scale estimator based on pairwise means

Uses Software

• longmemo

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