A note on the Bahadur representation of sample quantiles for -mixing random variables

DOI10.1007/S00605-011-0334-0MaRDI QIDQ766218zbMATH OpenOpenAlexFDO

Authors Shanchao Yang, Yan Liu, Guo-Dong Xing, Keming Yu

Publication date 23 March 2012

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00605-011-0334-0

zbMATH Keywords

\(\alpha\)-mixing random variablesconvergence rateuniformly asymptotic normality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• scientific article; zbMATH DE number 699493 (Why is no real title available?)
• scientific article; zbMATH DE number 1542509 (Why is no real title available?)
• scientific article; zbMATH DE number 3359489 (Why is no real title available?)
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Cited in

(6)

• MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
• scientific article; zbMATH DE number 6438553 (Why is no real title available?)
• scientific article; zbMATH DE number 5585006 (Why is no real title available?)
• Uniformly asymptotic normality of quantile estimates for a kind of mixing random variable
• The Bahadur representation for sample quantiles under strongly mixing sequence
• On Bahadur representation for sample quantiles under -mixing sequence

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