相关论文: On Stability and Decomposition of Sample Quantiles…

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…

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…

We investigate a Bahadur-Kiefer type representation for the p-th empirical quantile corresponding to a sample of n i.i.d. random variables, when 0<p<1 is a sequence which, in particular, may tend to 0 or 1, i.e. we consider the case of…

In this paper we consider quantile and Bahadur-Kiefer processes for long range dependent linear sequences. These processes, unlike in previous studies, are considered on the whole interval $(0,1)$. As it is well-known, quantile processes…

We consider a high quantile homogeneity test to determine whether a certain set of explanatory variables has homogeneous effects on different high quantiles of the response variable in the tail. To accommodate for situations under both the…

Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown quantities. This method has been applied to the case of…

This paper investigates the bias and the weak Bahadur representation of a local polynomial estimator of the conditional quantile function and its derivatives. The bias and Bahadur remainder term are studied uniformly with respect to the…

U-quantiles are applied in robust statistics, like the Hodges-Lehmann estimator of location for example. They have been analyzed in the case of independent random variables with the help of a generalized Bahadur representation. Our main aim…

A collection of quantile curves provides a complete picture of conditional distributions. Properly centered and scaled versions of estimated curves at various quantile levels give rise to the so-called quantile regression process (QRP). In…

In this paper, we establish a uniform error rate of a Bahadur representation for local polynomial estimators of quantile regression functions. The error rate is uniform over a range of quantiles, a range of evaluation points in the…

We investigate asymptotic properties of least-absolute-deviation or median quantile estimates of the location and scale functions in nonparametric regression models with dependent data from multiple subjects. Under a general dependence…

In this paper, we establish the Bahadur--Kiefer representation for sample quantiles for a class of weakly dependent linear processes. The rate of approximation is the same as for i.i.d. sequences and is thus optimal.

We study linear quantile regression models when regressors and/or dependent variable are not directly observed but estimated in an initial first step and used in the second step quantile regression for estimating the quantile parameters.…

We establish the asymptotic theory in quantile autoregression when the model parameter is specified with respect to moderate deviations from the unit boundary of the form (1 + c / k) with a convergence sequence that diverges at a rate…

A variety of problems in random-effects meta-analysis arise from the conventional $Q$ statistic, which uses estimated inverse-variance (IV) weights. In previous work on standardized mean difference and log-odds-ratio, we found superior…

Kurtosis is seen as a measure of the discrepancy between the observed data and a Gaussian distribution and is defined when the 4th moment is finite. In this work an empirical study is conducted to investigate the behaviour of the sample…

Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…

In this article, we discuss the sharp moderate and large deviations between the quantiles of population and the quantiles of samples. Cram\'{e}r type moderate deviations and Bahadur-Rao type large deviations are established with some mild…

Many measures of peakedness, heavy-tailedness and kurtosis have been proposed in the literature, mainly because kurtosis, as originally defined, is a complex combination of the other two concepts. Insight into all three concepts can be…

The paper considers nonparametric specification tests of quantile curves for a general class of nonstationary processes. Using Bahadur representation and Gaussian approximation results for nonstationary time series, simultaneous confidence…