The Bahadur representation for sample quantiles under strongly mixing sequence

DOI10.1016/J.JSPI.2010.07.008zbMATH Open1209.62116OpenAlexW2073168756MaRDI QIDQ607174FDOQ607174

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)

• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• Weak convergence of the remainder term in the Bahadur representation of extreme quantiles
• Some practical and theoretical issues related to the quantile estimators
• The Bahadur representation of sample quantiles for weakly dependent sequences
• Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences
• 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
• On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
• Pointwise and uniform convergence of kernel density estimators using random bandwidths
• The Bahadur representation for sample quantiles under weak dependence
• Bahadur representation of linear kernel quantile estimator for stationary processes
• MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
• Asymptotics for the linear kernel quantile estimator
• The Bahadur representation of sample quantiles for \(\varphi\)-mixing random variables and its application
• Asymptotic properties of VaR and CVaR estimators for widely orthant dependent samples
• Title not available (Why is no real title available?)
• The Bahadur representation for sample quantiles under dependent sequence
• Markov chain Monte Carlo estimation of quantiles
• Assessing and Visualizing Simultaneous Simulation Error
• Modeling long term return distribution and nonparametric market risk estimation

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