Strong approximation of the quantile processes and its applications under strong mixing properties

DOI10.1006/jmva.1994.1047zbMath0813.60033OpenAlexW2085641753MaRDI QIDQ1340277

Sung K. Ahn, Sinsup Cho, Stergios B. Fotopoulos

Publication date: 30 May 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3735

zbMATH Keywords

quantile processesBrownian bridgesstrong mixing conditionstrictly stationary sequencenumerical investigationsquantile measures

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Strong limit theorems (60F15) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (8)

Strong Approximation of Quantile Function for Strong Mixing and Censored Processes ⋮ A note on strong approximation for quantile processes of strong mixing sequences ⋮ Weak approximations for quantile processes of stationary sequences ⋮ Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables ⋮ 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 ⋮ 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

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