On Bahadur's Representation of Sample Quantiles
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Publication:5541701
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(88)- The almost sure representation of intermediate order statistics
- Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
- scientific article; zbMATH DE number 3359489 (Why is no real title available?)
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- Asymptotic behavior of central order statistics from stationary processes
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- 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
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- The second-order bias of quantile estimators
- On deviations between empirical and quantile processes for mixing random variables
- Asymptotics of the two-stage spatial sign correlation
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- On Vervaat and Vervaat-error-type processes for partial sums and renewals
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- A note on bootstrapping the variance of sample quantile
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- On the Bahadur representation of sample quantiles for dependent sequences
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- Refinement of the asymptotics of the power of the quantile test
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- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
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- Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
- On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles
- 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
- On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
- Nonparametric estimation of quantiles for a class of stationary processes
- Robustness and asymptotics of the projection median
- Large and moderate deviation principles for the bootstrap sample quantile
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
- Linear biomarker combination for constrained classification
- 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
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- Asymptotic properties of quantiles for truncated and contaminated data
- On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist
- MU-estimation and smoothing
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- On rank estimators in increasing dimensions
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- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
- Some comments on sample quantiles for dependent observations
- On detecting jumps in time series: nonparametric setting
- A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
- Quantile and quantile-function estimations under density ratio model
- A remark on the Bahadur representation of sample quantiles for negatively associated sequences
- Bahadur representations for bootstrap quantiles
- Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables
- Asymptotic representations for quantiles of pooled samples
- On the ``Demon problem of Youden
- Multivariate stability and strong limiting behaviour of intermediate order statistics
- Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences
- Parameter estimation in smooth empirical processes
- On the dispersion of multivariate median
- On the deviations in the Skorokhod-Strassen approximation scheme
- Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences
- Uniform strong consistency of sample quantiles
- Nonstandard strong laws for local quantile processes
- 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
- The Bahadur representation for empirical and smooth quantile estimators under association
- On tail index estimation based on multivariate data
- On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation
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