Wendler, Martin2010-04-262010-04-262010-04-26http://hdl.handle.net/2003/2712210.17877/DE290R-8412U-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.enDiscussion Paper / SFB 823;11/2010Absolute regularityQuantiles absolute regularityStrong mixingU-statistics310330620report