The Bahadur representation for sample quantiles under weak dependence
From MaRDI portal
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)
Related Items (22)
A nonparametric measure of heteroskedasticity ⋮ On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application ⋮ Berry-Esséen bound of sample quantiles for negatively associated sequence ⋮ The Bahadur representation for sample quantiles under strongly mixing sequence ⋮ Modeling long term return distribution and nonparametric market risk estimation ⋮ Some improved results on Berry–Esséen bounds for strong mixing random variables and applications ⋮ A remark on the Bahadur representation of sample quantiles for negatively associated sequences ⋮ Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data ⋮ Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors ⋮ The Berry-Esséen type bound of sample quantiles for strong mixing sequence ⋮ The Bahadur representation for sample quantiles under negatively associated sequence ⋮ Testing Independence in Linear Process with Non-Normal Innovations ⋮ Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions ⋮ Bahadur representation for \(U\)-quantiles of dependent data ⋮ A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence ⋮ The Bahadur representation for sample quantiles under dependent sequence ⋮ A note on bias and mean squared error in steady-state quantile estimation ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence ⋮ A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables ⋮ The Bahadur representation of sample quantiles for φ-mixing random variables and its application ⋮ Multivariate generalized linear-statistics of short range dependent data
Cites Work
- Unnamed Item
- Unnamed Item
- 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
This page was built for publication: The Bahadur representation for sample quantiles under weak dependence