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

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zbMATH Keywords

Bahadur representationsample quantilestrongly mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20)

Cites Work

• A Note on Quantiles in Large Samples
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Smooth estimate of quantiles under association
• On deviations between empirical and quantile processes for mixing random variables
• 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
• Title not available (Why is that?)

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 that?)
• 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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