• Title of article

    Bahadur representation for -quantiles of dependent data

  • Author/Authors

    Wendler، نويسنده , , Martin، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2011
  • Pages
    16
  • From page
    1064
  • To page
    1079
  • Abstract
    U -quantiles are applied in robust statistics, like the Hodges–Lehmann estimator of location for example. They have been analysed in the case of independent random variables with the help of a generalized Bahadur representation. Our main aim is to extend these results to U -quantiles of strongly mixing random variables and functionals of absolutely regular sequences. We obtain the central limit theorem and the law of the iterated logarithm for U -quantiles as straightforward corollaries. Furthermore, we improve the existing result for sample quantiles of mixing data.
  • Keywords
    Quantiles , strong mixing , Absolute regularity , U -statistics
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2011
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565603