The Bahadur representation for sample quantiles under weak dependence
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Publication:2494879
DOI10.1016/j.spl.2005.12.021zbMath1090.62045OpenAlexW1970796157MaRDI QIDQ2494879
Publication date: 30 June 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.12.021
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)
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Cites Work
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- On deviations between empirical and quantile processes for mixing random variables
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
- A Note on Quantiles in Large Samples
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