On Bahadur's Representation of Sample Quantiles

DOI10.1214/AOMS/1177698690zbMATH Open0158.37005OpenAlexW2038564767WikidataQ107406018 ScholiaQ107406018MaRDI QIDQ5541701FDOQ5541701

Authors: J. Kiefer

Publication date: 1967

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698690

zbMATH Keywords

statistics

Cited In (88)

Non-asymptotic bounds for percentiles of independent non-identical random variables
On the Bahadur representation of sample quantiles for score functionals
The second-order bias of quantile estimators
An almost sure representation of sample circular median
Bahadur representation of the kernel quantile estimator under truncated and censored data.
Almost sure representation for multivariate m-estimators
On the error term in bahadur's representation of an order statistic
Gradient-based structural change detection for nonstationary time series M-estimation
Large and moderate deviation principles for the bootstrap sample quantile
Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
Asymptotic properties of quantiles for truncated and contaminated data
MU-estimation and smoothing
On rank estimators in increasing dimensions
Efficient VaR and CVaR measurement via stochastic kriging
Some comments on sample quantiles for dependent observations
Bahadur representations for bootstrap quantiles
Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
Multivariate stability and strong limiting behaviour of intermediate order statistics
Nonstandard strong laws for local quantile processes
The Bahadur representation for empirical and smooth quantile estimators under association
On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation
On tail index estimation based on multivariate data
Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
Set-indexed conditional empirical and quantile processes based on dependent data
Optimal stratification and clustering on the line using the \(L_ 1\)- norm
The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic
On Bahadur's representation of sample quantiles
Asymptotic behavior of central order statistics from stationary processes
Analysis of the forward search using some new results for martingales and empirical processes
Limiting distributions for \(L_1\) regression estimators under general conditions
Quantile estimation in the proportional hazards model of random censorship
Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
Strong laws for local quantile processes
Asymptotic deviations between perturbed empirical and quantile processes
Bahadur representation for \(U\)-quantiles of dependent data
Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
On deviations between empirical and quantile processes for mixing random variables
Global Strassen-type theorems for iterated Brownian motions
Asymptotics of the two-stage spatial sign correlation
The local time of iterated Brownian motion
On Vervaat and Vervaat-error-type processes for partial sums and renewals
On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
A note on bootstrapping the variance of sample quantile
On the Bahadur representation of sample quantiles for dependent sequences
The Bahadur-Kiefer representation for \(U\)-quantiles
On bahadur's representation of quantiles in nonregular cases
On the rate of strong consistency of Lorenz curves
Refinement of the asymptotics of the power of the quantile test
On the quantile process based on the autoregressive residuals.
Large deviation properties for empirical quantile-type production functions
Quality of fit measures in the framework of quantile regression
A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
On the Bahadur-Ghosh-Kiefer representation of sample quantiles
On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles
Bahadur-Kiefer theorems for the product-limit process
Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
Almost sure asymptotic properties of central order statistics from stationary processes
Asymptotic representation theory for nonstandard conditional quantiles
Bahadur-Kiefer representations for GM-estimators in autoregression models
Nonparametric estimation of quantiles for a class of stationary processes
On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
Robustness and asymptotics of the projection median
Bahadur representations of the empirical likelihood quantile processes
The asymptotic law of the local oscillation modulus of the empirical process
A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
Linear biomarker combination for constrained classification
On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
Bahadur representation of \(M_m\) estimates
On detecting jumps in time series: nonparametric setting
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
A remark on the Bahadur representation of sample quantiles for negatively associated sequences
Quantile and quantile-function estimations under density ratio model
Asymptotic representations for quantiles of pooled samples
On the ``Demon problem of Youden
Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
On the deviations in the Skorokhod-Strassen approximation scheme
Parameter estimation in smooth empirical processes
On the dispersion of multivariate median
Functional central limit theorems for processes with positive drift and their inverses
Skorohod embedding of multivariate RV's, and the sample DF
Some asymptotic properties between smooth empirical and quantile processes for dependent random variables
Uniform strong consistency of sample quantiles
Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences
Title not available (Why is that?)
The almost sure representation of intermediate order statistics

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