The difference of symmetric quantiles under long range dependence

DOI10.1016/j.spl.2014.12.022zbMath1308.62103OpenAlexW1992181101MaRDI QIDQ2018635

Samuel Müller, Neville C. 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

zbMATH Keywords

U-statisticslong range dependenceinterquartile rangepairwise means

Mathematics Subject Classification ID

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

Uses Software

• longmemo

Cites Work

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