Autor(en): | Wendler, Martin |
Titel: | Bahadur representation for U-Quantiles of dependent data |
Sprache (ISO): | en |
Zusammenfassung: | 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. |
Schlagwörter: | Absolute regularity Quantiles absolute regularity Strong mixing U-statistics |
URI: | http://hdl.handle.net/2003/27122 http://dx.doi.org/10.17877/DE290R-8412 |
Erscheinungsdatum: | 2010-04-26T10:17:39Z |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 823 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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DP_1110_SFB823_Wendler.pdf | DNB | 382.25 kB | Adobe PDF | Öffnen/Anzeigen |
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