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On the Bahadur representation of sample quantiles for score functionals - MaRDI portal

On the Bahadur representation of sample quantiles for score functionals (Q6589596)

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scientific article; zbMATH DE number 7898722
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On the Bahadur representation of sample quantiles for score functionals
scientific article; zbMATH DE number 7898722

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    On the Bahadur representation of sample quantiles for score functionals (English)
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    20 August 2024
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    In this paper, the author extend the Bahadur representation (see [\textit{R. R. Bahadur}, Ann. Math. Stat. 37, 577--580 (1966; Zbl 0147.18805)]) to so-called score functionals, which possess a stabilizing property.\N\NThe present paper seems to contain several novelties which concern general mathematical aspects and relevant questions in geometric data analysis. It provides a self-contained framework and mathematical treatment of the Bahadur representation for score functionals. Since many models in geometric data analysis can be formulated in terms of score functionals establishing this classical connection between a (suitable) empirical distribution function and empirical quantiles is useful for applications which involve empirical quantiles.
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    Bahadur representation
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    law of the iterated logarithm
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    Poisson process
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    stochastic geometry
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    strong stabilization
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