Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Wendler, Martin | - |
dc.date.accessioned | 2010-04-26T10:17:39Z | - |
dc.date.available | 2010-04-26T10:17:39Z | - |
dc.date.issued | 2010-04-26T10:17:39Z | - |
dc.identifier.uri | http://hdl.handle.net/2003/27122 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-8412 | - |
dc.description.abstract | 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 is to extend these results to U-quantiles of strongly mixing random variables and functionals of absolutely regular sequences. We obtain the central limit theorem and the law of the iterated logarithm for U-quantiles as straightforward corollaries. Furthermore, we improve the existing result for sample quantiles of mixing data. | en |
dc.language.iso | en | - |
dc.relation.ispartofseries | Discussion Paper / SFB 823;11/2010 | en |
dc.subject | Absolute regularity | en |
dc.subject | Quantiles absolute regularity | en |
dc.subject | Strong mixing | en |
dc.subject | U-statistics | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Bahadur representation for U-Quantiles of dependent data | en |
dc.type | Text | - |
dc.type.publicationtype | report | - |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
DP_1110_SFB823_Wendler.pdf | DNB | 382.25 kB | Adobe PDF | View/Open |
This item is protected by original copyright |
This item is protected by original copyright
rightsstatements.org