Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence
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Publication:707051
DOI10.1016/J.JSPI.2003.11.006zbMath1056.62046OpenAlexW2068077903MaRDI QIDQ707051
Publication date: 9 February 2005
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.2003.11.006
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
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Cites Work
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- Approximation theorems for strongly mixing random variables
- Relative deficiency of kernel type estimators of quantiles
- Nonparameteric estimation in mixing sequences of random variables
- Convergence of empirical processes of mixing rv's on \([0,1\)]
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- Density estimation for time series by histograms
- Kernel density estimation under weak dependence with sampled data
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
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- Perturbed empirical distribution functions and quantiles under dependence
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A Smooth Nonparametric Estimator of a Quantile Function
- Nonparametric Statistical Data Modeling
- Some New Estimates for Distribution Functions
- The Asymptotic Inadmissibility of the Sample Distribution Function
- Some Limit Theorems for Stationary Processes
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