The Bahadur representation for sample quantiles under strongly mixing sequence

DOI10.1016/j.jspi.2010.07.008zbMath1209.62116OpenAlexW2073168756MaRDI QIDQ607174

Shuhe Hu, Wenzhi Yang, Xue-jun 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)

Related Items (13)

MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS ⋮ Assessing and Visualizing Simultaneous Simulation Error ⋮ On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application ⋮ Asymptotics for the linear kernel quantile estimator ⋮ Modeling long term return distribution and nonparametric market risk estimation ⋮ Pointwise and uniform convergence of kernel density estimators using random bandwidths ⋮ The Berry-Esséen type bound of sample quantiles for strong mixing sequence ⋮ Markov chain Monte Carlo estimation of quantiles ⋮ Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes ⋮ The Bahadur representation for sample quantiles under dependent sequence ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence ⋮ The Bahadur representation of sample quantiles for φ-mixing random variables and its application

Cites Work

• On deviations between empirical and quantile processes for mixing random variables
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Smooth estimate of quantiles under association
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• The Bahadur representation for sample quantiles under weak dependence
• On the Bahadur representation of sample quantiles for dependent sequences
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• A Note on Quantiles in Large Samples
• Unnamed Item

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