Title of article :
Bahadur representation for -quantiles of dependent data
Author/Authors :
Wendler، نويسنده , , Martin، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2011
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
Journal title :
Journal of Multivariate Analysis