The Bahadur-Kiefer representation for \(U\)-quantiles

DOI10.1214/aos/1032526976zbMath0862.62044OpenAlexW2035497303MaRDI QIDQ1816992

Miguel A. Arcones

Publication date: 1 December 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526976

zbMATH Keywords

local varianceBahadur-Kiefer representationdifferentiable statistical functionalsempirical process of \(U\)-statistic structure\(U\)-quantiles

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (8)

Asymptotic theorems for kernel U-quantiles ⋮ Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions ⋮ Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator ⋮ Bahadur representation for \(U\)-quantiles of dependent data ⋮ Distributed statistical estimation and rates of convergence in normal approximation ⋮ Bahadur representation of \(M_m\) estimates ⋮ Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location ⋮ \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data

Cites Work

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