On Bahadur's Representation of Sample Quantiles
From MaRDI portal
Publication:5541701
DOI10.1214/aoms/1177698690zbMath0158.37005OpenAlexW2038564767WikidataQ107406018 ScholiaQ107406018MaRDI QIDQ5541701
Publication date: 1967
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698690
Related Items
Analysis of the forward search using some new results for martingales and empirical processes, The asymptotic law of the local oscillation modulus of the empirical process, On the dispersion of multivariate median, The second-order bias of quantile estimators, Parameter estimation in smooth empirical processes, On the deviations in the Skorokhod-Strassen approximation scheme, Optimal stratification and clustering on the line using the \(L_ 1\)- norm, Nonparametric estimation of quantiles for a class of stationary processes, Bahadur-Kiefer representations for GM-estimators in autoregression models, An almost sure representation of sample circular median, Asymptotic properties of quantiles for truncated and contaminated data, A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs, On kernel-based quantile estimation using different stratified sampling schemes with optimal allocation, Gradient-based structural change detection for nonstationary time series M-estimation, Global Strassen-type theorems for iterated Brownian motions, On the ``Demon problem of Youden, Quantile estimation in the proportional hazards model of random censorship, On Vervaat and Vervaat-error-type processes for partial sums and renewals, On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application, Refinement of the asymptotics of the power of the quantile test, Almost sure asymptotic properties of central order statistics from stationary processes, On detecting jumps in time series: nonparametric setting, Robustness and asymptotics of the projection median, Quantile and quantile-function estimations under density ratio model, Uniform strong consistency of sample quantiles, On the rate of strong consistency of Lorenz curves, Large and moderate deviation principles for the bootstrap sample quantile, Strong laws for local quantile processes, The local time of iterated Brownian motion, Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes, Almost sure representation for multivariate m-estimators, On the error term in bahadur's representation of an order statistic, Functional central limit theorems for processes with positive drift and their inverses, Efficient VaR and CVaR Measurement via Stochastic Kriging, Asymptotics of the two-stage spatial sign correlation, On Bahadur's representation of sample quantiles, A remark on the Bahadur representation of sample quantiles for negatively associated sequences, Asymptotic behavior of central order statistics from stationary processes, Skorohod embedding of multivariate RV's, and the sample DF, Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables, Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles, On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist, Reduction principles for quantile and Bahadur-Kiefer processes of long-range dependent linear sequences, Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes, Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption, Quality of Fit Measures in the Framework of Quantile Regression, Asymptotic representation theory for nonstandard conditional quantiles, Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables, Asymptotic deviations between perturbed empirical and quantile processes, On the Bahadur-Ghosh-Kiefer representation of sample quantiles, A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform, Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator, Nonstandard strong laws for local quantile processes, Linear biomarker combination for constrained classification, Bahadur representation for \(U\)-quantiles of dependent data, MU-estimation and smoothing, Unnamed Item, UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL, Some comments on sample quantiles for dependent observations, Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences, A note on bootstrapping the variance of sample quantile, The asymptotic representation of the Hodges-Lehmann estimator based on Wilcoxon two-sample statistic, Multivariate stability and strong limiting behaviour of intermediate order statistics, The almost sure representation of intermediate order statistics, On deviations between empirical and quantile processes for mixing random variables, On rank estimators in increasing dimensions, On tail index estimation based on multivariate data, Bahadur representation of \(M_m\) estimates, Limiting distributions for \(L_1\) regression estimators under general conditions, Weak convergence of the remainder term in the Bahadur representation of extreme quantiles, Effect of the initial estimator on the asymptotic behavior of one-step M- estimator, Bahadur-Kiefer theorems for the product-limit process, The Bahadur-Kiefer representation for \(U\)-quantiles, Large deviation properties for empirical quantile-type production functions, On bahadur's representation of quantiles in nonregular cases, On the accuracy of the bootstrap approximation of the joint distribution of sample quantiles, A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables, Non-asymptotic bounds for percentiles of independent non-identical random variables, On the quantile process based on the autoregressive residuals., On Berry-Esséen rates, a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean, On the Bahadur representation of sample quantiles for dependent sequences, Set-indexed conditional empirical and quantile processes based on dependent data, Bahadur representation of the kernel quantile estimator under truncated and censored data., Bahadur representations for bootstrap quantiles, Bahadur representations of the empirical likelihood quantile processes, Asymptotic representations for quantiles of pooled samples
