Pages that link to "Item:Q5594247"

The following pages link to Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes (Q5594247):

Displaying 20 items.

• Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
• Sensitivity analysis of ranked data: from order statistics to quantiles (Q896493) (← links)
• Asymptotics of the two-stage spatial sign correlation (Q901278) (← links)
• Pivots versus signals in elections (Q1007329) (← links)
• Efficient modeling and inference for event-related fMRI data (Q1023849) (← links)
• Residual median for non-identically distributed random variables (Q1099486) (← links)
• On Bahadur's representation of sample quantiles (Q1149709) (← links)
• Equivalent conditions of complete moment and integral convergence for a class of dependent random variables (Q1742924) (← links)
• Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables (Q1807098) (← links)
• \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
• An almost sure representation of sample circular median (Q1895374) (← links)
• Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
• A statistical analysis of noisy crowdsourced weather data (Q2179947) (← links)
• Bahadur representations for bootstrap quantiles (Q2352402) (← links)
• Asymptotic behavior of central order statistics from stationary processes (Q2434484) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Nonparametric inference in n replicated \(2^ m\) factorial experiments (Q2548143) (← links)
• On the Bahadur representation of sample quantiles for dependent sequences (Q2583423) (← links)
• A Measure-Valued Differentiation Approach to Sensitivities of Quantiles (Q2800376) (← links)
• Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series (Q2830682) (← links)