The Bahadur representation of sample quantiles for weakly dependent sequences

DOI10.1080/17442508.2015.1085537zbMATH Open1341.62085OpenAlexW2287929472MaRDI QIDQ2804554FDOQ2804554

Authors YiWei Wang, Wenzhi Yang, Shuhe Hu 

Publication date 4 May 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2015.1085537

zbMATH Keywords

Bahadur representationsample quantiles\(\tilde{\rho}\)-mixing sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes

Cites Work

• A Bahadur-type representation for empirical quantiles of a large class of stationary, possibly infinite-variance, linear processes
• A Berry-Esseen theorem for sample quantiles under weak dependence
• A Note on Quantiles in Large Samples
• Almost sure convergence for \(\tilde{\rho}\)-mixing random variable sequences
• Almost-sure results for a class of dependent random variables
• Approximation Theorems of Mathematical Statistics
• Bahadur representation for \(U\)-quantiles of dependent data
• Bahadur representation for the nonparametric \(M\)-estimator under \(\alpha\)-mixing dependence
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
• Complete convergence for weighted sums of \(\rho \ast \)-mixing random variables
• Complete convergence of weighted sums for \(\rho *\)-mixing sequence of random variables
• Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
• Maximal inequalities and an invariance principle for a class of weakly dependent random variables
• Maximum of partial sums and an invariance principle for a class of weak dependent random variables
• Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
• On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
• On complete convergence for arrays of rowwise dependent random variables
• On complete convergence for arrays of rowwise weakly dependent random variables
• On deviations between empirical and quantile processes for mixing random variables
• On the Bahadur representation of sample quantiles and order statistics for NA sequences
• On the Bahadur representation of sample quantiles for dependent sequences
• On the spectral density and asymptotic normality of weakly dependent random fields
• On the strong convergence for weighted sums of \(\rho ^{*}\)-mixing random variables
• Smooth estimate of quantiles under association
• The Bahadur representation for sample quantile under NOD sequence
• The Bahadur representation for sample quantiles under negatively associated sequence
• The Bahadur representation for sample quantiles under strongly mixing sequence
• The Bahadur representation for sample quantiles under weak dependence
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data

Cited In (21)

• Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
• Bahadur representation for \(U\)-quantiles of dependent data
• Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
• Laws of large numbers with infinite mean
• On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
• On the Bahadur representation of sample quantiles for dependent sequences
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
• Nonparametric estimation of the kernel function of symmetric stable moving average random functions
• The Bahadur representation for sample quantiles under weak dependence
• On the Bahadur representation of sample quantiles for widely orthant dependent sequences
• Complete moment convergence of double-indexed randomly weighted sums of mixing sequences
• The Bahadur representation for sample quantiles under strongly mixing sequence
• Title not available (Why is no real title available?)
• The Bahadur representation for sample quantiles under dependent sequence
• A remark on the Bahadur representation of sample quantiles for negatively associated sequences
• On the Bahadur representation of sample quantiles and order statistics for NA sequences
• The Bahadur representation for sample quantiles under negatively associated sequence
• The Bahadur representation for empirical and smooth quantile estimators under association

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