On Bahadur representation for sample quantiles under -mixing sequence

DOI10.1007/S00362-012-0472-ZzbMATH Open1297.62054OpenAlexW2066427220MaRDI QIDQ744753FDOQ744753

Authors: Qinchi Zhang, Wenzhi Yang, Shuhe Hu 

Publication date: 26 September 2014

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0472-z

Recommendations

• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• The Bahadur representation for sample quantiles under dependent sequence
• The Bahadur representation of sample quantiles for weakly dependent sequences
• scientific article; zbMATH DE number 5585006
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables

zbMATH Keywords

Bahadur representationconvergence ratesample quantile\(\alpha\)-mixing sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

• Approximation Theorems of Mathematical Statistics
• A Note on Quantiles in Large Samples
• Nonlinear time series. Nonparametric and parametric methods
• Title not available (Why is that?)
• 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
• Estimation of the density and the regression function under mixing conditions.
• The Bahadur representation for sample quantile under NOD sequence
• Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
• On the strong convergence for weighted sums of random variables
• Berry-Esséen bound of sample quantiles for negatively associated sequence
• The Bahadur representation for sample quantiles under negatively associated sequence
• Complete convergence of weighted sums under negative dependence
• Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
• The Bahadur representation for sample quantiles under strongly mixing sequence
• Title not available (Why is that?)
• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions

Cited In (15)

• A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications
• Some practical and theoretical issues related to the quantile estimators
• The Bahadur representation of sample quantiles for weakly dependent sequences
• On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application
• Note on sample quantiles for ordinal data
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• The Bahadur representation for sample quantiles under weak dependence
• The Bahadur representation for sample quantiles under strongly mixing sequence
• Asymptotics for the linear kernel quantile estimator
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
• Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences
• The Bahadur representation for sample quantiles under dependent sequence
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
• Assessing and Visualizing Simultaneous Simulation Error
• The Bahadur representation for empirical and smooth quantile estimators under association

This page was built for publication: On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q744753)