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25 April 2024
 
  » arxiv » math.ST/0508313

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On the Bahadur representation of sample quantiles for dependent sequences
Wei Biao Wu ;
Date 17 Aug 2005
Journal Annals of Statistics 2005, Vol. 33, No. 4, 1934-1963 DOI: 10.1214/009053605000000291
Subject Statistics MSC-class: 62G30, 60F05 (Primary) 60F17 (Secondary) | math.ST
AbstractWe establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations 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.
Source arXiv, math.ST/0508313
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