scientific article; zbMATH DE number 3359489

MaRDI QIDQ5633359zbMATH OpenFDO

Authors Pranab K. Sen

Publication date 1972

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• A Note on Quantiles in Large Samples
• A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
• Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes
• On Bahadur's Representation of Sample Quantiles
• On the Bahadur representation of sample quantiles in some stationary multivariate autoregressive processes
• The Law of the Iterated Logarithm for Some Classes of Stationary Processes

Cited in

(50)

• The almost sure representation of intermediate order statistics
• Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
• Quantile and tolerance-interval estimation in simulation
• Set-indexed conditional empirical and quantile processes based on dependent data
• The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic
• Asymptotic behavior of central order statistics from stationary processes
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• Bahadur representation for \(U\)-quantiles of dependent data
• Estimation of the quantile function using Bernstein–Durrmeyer polynomials
• Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
• Semiparametric quantile modelling of hierarchical data
• The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
• A Berry-Esseen theorem for sample quantiles under weak dependence
• Some practical and theoretical issues related to the quantile estimators
• The Berry-Esseen type bounds of the weighted estimator in a nonparametric model with linear process errors
• On the Bahadur representation of sample quantiles for score functionals
• Probability inequalities for sums of absolutely regular processes and their applications
• On deviations between empirical and quantile processes for mixing random variables
• Bahadur representation of linear kernel quantile estimator of VaR under -mixing assumptions
• Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing
• An almost sure representation of sample circular median
• On the Bahadur representation of sample quantiles for dependent sequences
• On the asymptotic expansion of the empirical process of long-memory moving averages
• On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation
• Kernel estimation of quantile sensitivities
• Batch variance estimators for the median of simulation output.
• On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• An empirical analysis of term premiums using significance tests for stochastic dominance
• Sample quantile analysis for long-memory stochastic volatility models
• Sensitivity analysis of ranked data: from order statistics to quantiles
• The Bahadur representation for sample quantiles under weak dependence
• Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
• The Bahadur representation for sample quantiles under strongly mixing sequence
• Asymptotics for the linear kernel quantile estimator
• MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
• Estimating Bayesian credible intervals
• The Bahadur representation of sample quantiles for \(\varphi\)-mixing random variables and its application
• Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
• Estimating steady-state distributions via simulation-generated histograms
• A remark on the Bahadur representation of sample quantiles for negatively associated sequences
• Bahadur representations for bootstrap quantiles
• The Bahadur representation for sample quantiles under dependent sequence
• Median based covariogram estimators reduce bias
• The Bahadur representation for sample quantiles under negatively associated sequence
• Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
• The Bahadur representation for empirical and smooth quantile estimators under association

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