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- W2169706180 abstract "U-quantiles are applied in robust statistics, like the Hodges–Lehmann estimator of location for example. They have been analysed 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." @default.
- W2169706180 created "2016-06-24" @default.
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- W2169706180 date "2011-07-01" @default.
- W2169706180 modified "2023-10-14" @default.
- W2169706180 title "Bahadur representation for <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si1.gif display=inline overflow=scroll><mml:mi>U</mml:mi></mml:math>-quantiles of dependent data" @default.
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- W2169706180 doi "https://doi.org/10.1016/j.jmva.2011.02.005" @default.
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