The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data
From MaRDI portal
Publication:553072
DOI10.1016/j.spl.2011.03.033zbMath1219.62062OpenAlexW2047712224MaRDI QIDQ553072
Vahid Fakoor, Sarah Jomhoori, Maryam Ajami
Publication date: 26 July 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.03.033
law of the iterated logarithmKaplan-Meier estimatorstrong Gaussian approximationKiefer processcensored dependent data
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Censored data models (62N01)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quantile process for left truncated and right censored data
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
- A smooth nonparametric quantile estimator from right-censored data
- A note on strong approximation for quantile processes of strong mixing sequences
- Mixing: Properties and examples
- Strong approximation of the quantile processes and its applications under strong mixing properties
- Bahadur representation of the kernel quantile estimator under random censorship
- The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
- A kernel-type estimator of a quantile function under randomly truncated data
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Strong Gaussian Approximations of Product-Limit and Quantile Processes for Strong Mixing and Censored Data
- A Smooth Nonparametric Estimator of a Quantile Function
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- An almost sure invariance principle for the empirical distribution function of mixing random variables
- Nonparametric Statistical Data Modeling
- Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
- Strong Approximation of Quantile Function for Strong Mixing and Censored Processes
- A General Definition of the Lorenz Curve
This page was built for publication: The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data