The Bahadur representation of sample quantiles for φ-mixing random variables and its application

DOI10.1080/02331888.2021.1923713zbMath1473.62139OpenAlexW3160626752MaRDI QIDQ5004991

Publication date: 4 August 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2021.1923713

zbMATH Keywords

asymptotic normality Bahadur representation sample quantile Berry-Esséen bound real data analysis $\varphi$-mixing random variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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Probability
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Convergence of stochastic processes

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