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• W2068077903 abstract "We study the smooth quantile estimator Q̂(p),0<p<1 based on a kernel k and a sequence of bandwidth an>0 for a sequence of stationary strong mixing random variables. Under minimal assumptions on the underlying distribution function F and kernel k, we establish necessary and sufficient conditions on an for the Central Limit Theorem to hold for Q̂(p),0<p<1. Our results extend the Central Limit Theorems of Ralescu and Sun (J. Statist. Plann. Inference 35 (1993) 55) and Sen (J. Multivariate Anal. 2 (1972) 77)." @default.
• W2068077903 created "2016-06-24" @default.
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• W2068077903 date "2005-02-01" @default.
• W2068077903 modified "2023-09-23" @default.
• W2068077903 title "Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence" @default.
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• W2068077903 doi "https://doi.org/10.1016/j.jspi.2003.11.006" @default.
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