Deviations between sample quantiles and empirical processes under absolute regular properties

DOI10.1080/10485259308832555zbMath1360.62478OpenAlexW2085397748MaRDI QIDQ3432345

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

Publication date: 16 April 2007

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485259308832555

zbMATH Keywords

empirical processprediction intervalquantile processabsolute regular

Mathematics Subject Classification ID

Random fields; image analysis (62M40)

Related Items (2)

Invariance principles for deconvoluting kernel density estimation ⋮ Weak approximations for quantile processes of stationary sequences

Cites Work

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• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
• Strong approximations of the quantile process
• On deviations between empirical and quantile processes for mixing random variables
• The law of the iterated logarithm for normalized empirical distribution function
• Probability inequalities for sums of absolutely regular processes and their applications
• A Note on Quantiles in Large Samples

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