A note on strong approximation for quantile processes of strong mixing sequences

DOI10.1016/0167-7152(95)00194-8zbMath0905.60021OpenAlexW2031113310MaRDI QIDQ1129453

Hao Yu

Publication date: 19 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00194-8

zbMATH Keywords

stationaritystrong mixingempirical processstrong approximationquantile process

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (7)

Strong Approximation of Quantile Function for Strong Mixing and Censored Processes ⋮ Asymptotics for the linear kernel quantile estimator ⋮ Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes ⋮ Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing ⋮ Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions ⋮ Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data ⋮ The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data

Cites Work

• Strong approximations of the quantile process
• On deviations between empirical and quantile processes for mixing random variables
• Strong approximation of the quantile processes and its applications under strong mixing properties
• Almost sure approximation theorems for the multivariate empirical process
• An almost sure invariance principle for the empirical distribution function of mixing random variables

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