On the Bahadur representation of sample quantiles for score functionals
Statistics Theory
2023-03-07 v2 Probability
Statistics Theory
Abstract
We establish the Bahadur representation of sample quantiles for stabilizing score functionals in stochastic geometry and study local fluctuations of the corresponding empirical distribution function. The scores are obtained from a Poisson process. We apply the results to trimmed and Winsorized means of the score functionals and establish a law of the iterated logarithm for the sample quantiles of the scores.
Cite
@article{arxiv.2105.06500,
title = {On the Bahadur representation of sample quantiles for score functionals},
author = {Johannes Krebs},
journal= {arXiv preprint arXiv:2105.06500},
year = {2023}
}