The Bahadur representation for sample quantiles under dependent sequence

DOI10.1007/S10255-019-0827-5MaRDI QIDQ2274175zbMATH OpenOpenAlexWikidataFDO

Authors Wenzhi Yang, Shuhe Hu, Xuejun Wang

Publication date 19 September 2019

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.04127

zbMATH Keywords

Bahadur representationmixing sequencesample quantiles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Nonparametric regression and quantile regression (62G08)

Abstract: On the one hand, we investigate the Bahadur representation for sample quantiles under $varphi$-mixing sequence with $varphi(n)=O(n^{-3})$ and obtain a rate as $O(n^{-frac34}logn)$, $a.s.$. On the other hand, by relaxing the condition of mixing coefficients to $sumolimit{s}_{n=1}^{i}nftyvarph{i}^{1/2}(n)<infty$, a rate $O(n^{-1/2}(logn{)}^{1/2})$, $a.s.$, is also obtained.

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Cites work

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• The Bahadur representation for sample quantile under NOD sequence
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• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• The Bahadur representation of sample quantiles for weakly dependent sequences
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence

Cited in

(17)

• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• Asymptotics for the linear kernel quantile estimator
• Bahadur representations for bootstrap quantiles
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
• The Bahadur representation for sample quantiles under weak dependence
• The Bahadur representation of sample quantiles for weakly dependent sequences
• scientific article; zbMATH DE number 1194782 (Why is no real title available?)
• The Bahadur representation of sample quantiles for -mixing random variables and its application
• scientific article; zbMATH DE number 6438553 (Why is no real title available?)
• The Bahadur representation for sample quantiles under strongly mixing sequence
• The Bahadur representation for empirical and smooth quantile estimators under association
• Some practical and theoretical issues related to the quantile estimators
• The Bahadur representation for sample quantiles of -mixing random variables
• The Bahadur representation of the linear kernel quantile estimator under ANA random variables and its application
• On Bahadur representation for sample quantiles under -mixing sequence
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption

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