Otros recursos con las palabras clave Bahadur representation
Resultados 1 - 9 de 9 de Bahadur representation. (0 segundos)
Ley, Christophe; Sabbah, Camille; Verdebout, Thomas
, nestedness, rotation-equivariance) and typical quantile-asymptotics, namely we establish a Bahadur-type representation and asymptotic normality (these results are corroborated by a Monte Carlo
Zhao, Zhibiao; Wei, Ying; Lin, Dennis K.J.
correlated data, we establish uniform Bahadur representations for the proposed median quantile estimates. The obtained Bahadur representations provide deep insights into the asymptotic behavior of the
For a locally smooth statistical model, we investigate kernel U-quantiles estimators. Under suitable assumptions, we establish a strong Bahadur representation theorem, an invariance principle, and
Hallin, Marc; Lu, Zudi; Yu, Keming
of independent samples or time series. Under mild regularity assumptions, we obtain a Bahadur representation for the estimators of qp and its first-order derivatives, from which we
Zhou, Zhou; Wu, Wei Biao
We consider estimation of quantile curves for a general class of nonstationary processes. Consistenc ...
In this paper, we establish the Bahadur–Kiefer representation for sample quantiles for a class of weakly dependent linear processes. The rate of approximation is the same as for i.i.d. sequences and
Deheuvels, Paul; Mason, David M.
We establish strong and weak laws for Bahadur-Kiefer-type processes of the form $e_n + i_n$, where $i_n$ denotes the inverse of $e_n$. In particular, we provide a proof for the strong version of
Shao, Jun; Wu, C. F. J.
subsampling. As a key technical prerequisite, we prove a Bahadur-type representation for sample quantiles in
Bahadur Representations for Uniform Resampling and Importance Resampling, with Applications to Asymptotic Relative Efficiency (�)
We derive Bahadur-type representations for quantile estimates obtained from two different types of nonparametric bootstrap resampling--the commonly used uniform resampling method, where each sample