Bahadur representation for U-Quantiles of dependent data
| 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.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.identifier.uri | http://hdl.handle.net/2003/27122 | |
| dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-8412 | |
| 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 |