On the Bahadur representation of sample quantiles for dependent sequences
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
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.
Cite
@article{arxiv.math/0508313,
title = {On the Bahadur representation of sample quantiles for dependent sequences},
author = {Wei Biao Wu},
journal= {arXiv preprint arXiv:math/0508313},
year = {2007}
}
Comments
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)