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

zbMATH Keywords

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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Recommendations

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

Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3359489 (Why is no real title available?)
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• Berry-Esséen bound of sample quantiles for 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
• Estimation of the density and the regression function under mixing conditions.
• Nonlinear time series. Nonparametric and parametric methods
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• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On deviations between empirical and quantile processes for mixing random variables
• On the strong convergence for weighted sums of random variables
• Smooth estimate of quantiles under association
• The Bahadur representation for sample quantile under NOD sequence
• The Bahadur representation for sample quantiles under negatively associated sequence
• The Bahadur representation for sample quantiles under strongly mixing sequence
• The Bahadur representation for sample quantiles under weak dependence
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables

Cited in

(16)

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

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