On Bahadur's Representation of Sample Quantiles
نویسندگان
چکیده
منابع مشابه
On the Bahadur Representation of Sample Quantiles for Dependent Sequences
We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applications to the trimmed and Winsorized means are given. Our results extend previous ones by establishing sharper bounds under milder conditions and thus provide new insight into the theory of empirical processes for depende...
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We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applications to the trimmed and Winsorized means are given. Our results extend previous ones by establishing sharper bounds under milder conditions and thus provide new insight into the theory of empirical processes for depende...
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We consider the problem of obtaining a Bahadur representation of sample quantiles in a certain dependence context. Before stating in what a Bahadur representation consists, let us specify some general notation. Given some random variable Y , F(·) = FY (·) is referred as the cumulative distribution function of Y , ξ(p) = ξY (p) for some 0 < p < 1 as the quantile of order p. If F(·) is absolutely...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1967
ISSN: 0003-4851
DOI: 10.1214/aoms/1177698690