The Bahadur representation for sample quantiles under strongly mixing sequence

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1016/J.JSPI.2010.07.008" rel="nofollow">DOI 10.1016/J.JSPI.2010.07.008</a><a class="pub-badge pub-badge--grey" href="https://zbmath.org/1209.62116" rel="nofollow">zbMATH</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W2073168756" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q607174" rel="nofollow">MaRDI QID Q607174</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q607174" rel="nofollow">FDO</a>

Authors Shuhe Hu, Wenzhi Yang, Xuejun Wang

Publication date 19 November 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.07.008

zbMATH Keywords

Bahadur representationsample quantilestrongly mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3359489 (Why is no real title available?)
• A Note on Quantiles in Large Samples
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On deviations between empirical and quantile processes for mixing random variables
• On the Bahadur representation of sample quantiles for dependent sequences
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Smooth estimate of quantiles under association
• The Bahadur representation for sample quantiles under weak dependence
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables

Cited in

(20)

• Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences
• scientific article; zbMATH DE number 6438553 (Why is no real title available?)
• On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
• Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples
• MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
• The Bahadur representation for sample quantiles under dependent sequence
• Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
• Asymptotics for the linear kernel quantile estimator
• Some practical and theoretical issues related to the quantile estimators
• Pointwise and uniform convergence of kernel density estimators using random bandwidths
• Assessing and Visualizing Simultaneous Simulation Error
• The Bahadur representation of sample quantiles for \(\varphi\)-mixing random variables and its application
• Modeling long term return distribution and nonparametric market risk estimation
• Bahadur representation of linear kernel quantile estimator for stationary processes
• On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
• The Bahadur representation of sample quantiles for weakly dependent sequences
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• The Bahadur representation for sample quantiles under weak dependence
• Markov chain Monte Carlo estimation of quantiles

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