Authors: Wendler, Martin
Title: Bahadur representation for U-Quantiles of dependent data
Language (ISO): en
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.
Subject Headings: Absolute regularity
Quantiles absolute regularity
Strong mixing
U-statistics
URI: http://hdl.handle.net/2003/27122
http://dx.doi.org/10.17877/DE290R-8412
Issue Date: 2010-04-26T10:17:39Z
Appears in Collections:Sonderforschungsbereich (SFB) 823

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