On the Bahadur representation of sample quantiles for dependent sequences

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We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applications to the trimmed and Winsorized means are given. Our results extend previous ones by establishing sharper bounds under milder conditions and thus provide new insight into the theory of empirical processes for dependent random variables.
Published at http://dx.doi.org/10.1214/009053605000000291 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 62G30, 60F05 (Primary) 60F17 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/130852

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0508313
 http://arxiv.org/abs/math/0508313
 Annals of Statistics 2005, Vol. 33, No. 4, 1934-1963
 doi:10.1214/009053605000000291

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arXiv