Bahadur representation for the nonparametricM-estimator under α-mixing dependence

DOI10.1080/02331880802605221zbMath1282.62126OpenAlexW2768935041MaRDI QIDQ5400790

Jan G. De Gooijer, Ye Bin Cheng

Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880802605221

zbMATH Keywords

kernel functionasymptotic representationstrongly mixingrobust estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Asymptotically efficient estimation of the conditional expected shortfall ⋮ The Bahadur representation for sample quantile under NOD sequence ⋮ The Bahadur representation for sample quantiles under dependent sequence ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences

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