On the Bahadur representation of sample quantiles for dependent sequences
By Wei Biao Wu. 2005
138 citations recorded by the source corpus.
We establish the Bahadur representation of sample quantiles for linear and some widely used non-linear processes. Local ∞uctuations of empirical processes are discussed. Applications to the trimmed and Winsorized means are given. Our results extend previous ones by establishing sharper bounds under milder conditions and thus provide new insight into the theory of empirical processes for dependent random variables.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/cbc0e95a08bbfd9d2fe561b015190be38e2d224e
How researchers see this paper
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In Finance
- Wei Biao Wu
- Xiaofeng Shao
- Zhou Zhou
- Weidong Liu
- István Berkes
- Andreas Hagemann
- Siegfried Hormann
- Xiaohui Chen
In Statistics and Probability
- Wei Biao Wu
- Tommaso Cai
- Andreas Hagemann
- Xiaohui Chen
- Xiaofeng Shao
- Lajos Horv'ath
- Wenguang Sun
- Michael Vogt
Citations in the corpus
- STRONG INVARIANCE PRINCIPLES FOR DEPENDENT RANDOM VARIABLES (2007, background): “Inequality (7) is a useful variant of (6) and it is applied in Wu [65].”
- M-estimation of linear models with dependent errors (2004, background): “The Annals of Statistics 2007, Vol. 35, No. 2, 495–521 DOI: 10.1214/009053606000001406 © Institute of Mathematical Statistics, 2007 M-ESTIMATION OF LINEAR MODELS WITH DEPENDENT ERRORS1 BY WEI BIAO WU”
- UNIFORM BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATES OF M-REGRESSION AND ITS APPLICATION TO THE ADDITIVE MODEL (2007, unknown): “setting by Kiefer (1967). A recent paper of Wu (2005) extends these”