Pages that link to "Item:Q1903177"
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The following pages link to The Bahadur representation of sample quantiles for sequences of strongly mixing random variables (Q1903177):
Displayed 33 items.
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Berry-Esséen bound of sample quantiles for negatively associated sequence (Q357681) (← links)
- Rank tests for short memory stationarity (Q528124) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data (Q553072) (← links)
- The Bahadur representation for sample quantiles under strongly mixing sequence (Q607174) (← links)
- A remark on the Bahadur representation of sample quantiles for negatively associated sequences (Q634845) (← links)
- The Berry-Esséen type bound of sample quantiles for strong mixing sequence (Q651068) (← links)
- On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence (Q744753) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles (Q930662) (← links)
- Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption (Q951205) (← links)
- The Bahadur representation for sample quantiles under negatively associated sequence (Q952853) (← links)
- Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing (Q962014) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- A note on bias and mean squared error in steady-state quantile estimation (Q1785384) (← links)
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
- The Bahadur representation for sample quantiles under dependent sequence (Q2274175) (← links)
- The Bahadur representation for sample quantiles under weak dependence (Q2494879) (← links)
- Inference for performance measures for financial assets (Q2515379) (← links)
- The Bahadur representation of sample quantiles for weakly dependent sequences (Q2804554) (← links)
- Testing Independence in Linear Process with Non-Normal Innovations (Q3017850) (← links)
- Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data (Q3585315) (← links)
- The Bahadur representation of sample quantiles for <i>φ</i>-mixing random variables and its application (Q5004991) (← links)
- Assessing and Visualizing Simultaneous Simulation Error (Q5066389) (← links)
- On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application (Q5078398) (← links)
- Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations (Q5129188) (← links)
- Bahadur Representation of Linear Kernel Quantile Estimator for Stationary Processes (Q5177575) (← links)
- Strong Approximation of Quantile Function for Strong Mixing and Censored Processes (Q5314577) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
- Some improved results on Berry–Esséen bounds for strong mixing random variables and applications (Q6168298) (← links)