On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence

DOI10.1007/s00362-012-0472-zzbMath1297.62054OpenAlexW2066427220MaRDI QIDQ744753

Shuhe Hu, Wenzhi Yang, Qinchi Zhang

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)

Related Items

A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications, 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, Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series, Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors, The Bahadur representation for sample quantiles under dependent sequence, Note on sample quantiles for ordinal data, The Bahadur representation of sample quantiles for weakly dependent sequences, Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences

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