On the Bahadur representation of sample quantiles for dependent sequences

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dc.creatorWu, Wei Biao
dc.date2005-08-17
dc.date.accessioned2026-07-07T08:07:10Z
dc.date.available2026-07-07T08:07:10Z
dc.descriptionWe 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0508313
dc.identifierhttp://arxiv.org/abs/math/0508313
dc.identifierAnnals of Statistics 2005, Vol. 33, No. 4, 1934-1963
dc.identifierdoi:10.1214/009053605000000291
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130852
dc.subjectStatistics Theory
dc.subject62G30, 60F05 (Primary) 60F17 (Secondary)
dc.titleOn the Bahadur representation of sample quantiles for dependent sequences
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