Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples

DOI10.1186/S13660-018-1788-6MaRDI QIDQ824704zbMATH OpenOpenAlexWikidataFDO

Authors N. E. Zubov

Publication date 15 December 2021

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-018-1788-6

zbMATH Keywords

asymptotic normalitysample quantilelinearly negative quadrant dependent sequence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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Cites work

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• A Berry-Esseen theorem for sample quantiles under weak dependence
• A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
• A functional central limit theorem for asymptotically negatively dependent random fields
• Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
• Berry-Esséen bound of sample quantiles for negatively associated sequence
• Berry-esseen bounds for smooth estimator of a distribution function under association
• Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples
• Exponential inequalities and complete convergence for a LNQD sequence
• Negative association of random variables, with applications
• Some Concepts of Dependence
• Some inequalities for a LNQD sequence with applications
• The Berry-Esséen bound of sample quantiles for NA sequence
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• Uniform asymptotic normality of the regression weighted estimator for strong mixing samples
• Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.

Cited in

(6)

• An Alternative Derivation of Asymptotic Normality for Sample Quantiles
• Asymptotic properties of Kaplan–Meier estimator and hazard estimator for censored survival time with LENQD data
• Uniformly asymptotic normality of quantile estimates for a kind of mixing random variable
• The asympotic properties of the sample quantile estimator of VaR under positive associated samples
• On the linearly extended negative quadrant dependent random variables and its inequalities
• Uniform asymptotic joint normality of a set of increasing number of sample quantiles

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