The Bahadur Representation for Sample Quantiles Under Dependent Sequence
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 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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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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متن کاملFe b 20 07 Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
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: Acta Mathematicae Applicatae Sinica, English Series
سال: 2019
ISSN: 0168-9673,1618-3932
DOI: 10.1007/s10255-019-0827-5