Some practical and theoretical issues related to the quantile estimators
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-024-01543-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Xuejun Wang & Yi Wu & Shuhe Hu, 2019. "The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1143-1162, October.
- Xiaoqin Li & Wenzhi Yang & Shuhe Hu & Xuejun Wang, 2011. "The Bahadur representation for sample quantile under NOD sequence," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(1), pages 59-65.
- Babu, Gutti Jogesh & Singh, Kesar, 1978. "On deviations between empirical and quantile processes for mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 8(4), pages 532-549, December.
- Qinchi Zhang & Wenzhi Yang & Shuhe Hu, 2014. "On Bahadur representation for sample quantiles under α-mixing sequence," Statistical Papers, Springer, vol. 55(2), pages 285-299, May.
- Liang, Han-Ying & Jing, Bing-Yi, 2005. "Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 227-245, August.
- Sergey Utev & Magda Peligrad, 2003. "Maximal Inequalities and an Invariance Principle for a Class of Weakly Dependent Random Variables," Journal of Theoretical Probability, Springer, vol. 16(1), pages 101-115, January.
- Shao, Qi-Man & Su, Chun, 1999. "The law of the iterated logarithm for negatively associated random variables," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 139-148, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Vladica S. Stojanović & Tanja Jovanović Spasojević & Mihailo Jovanović, 2024. "Laplace-Logistic Unit Distribution with Application in Dynamic and Regression Analysis," Mathematics, MDPI, vol. 12(14), pages 1-21, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ling, Nengxiang, 2008. "The Bahadur representation for sample quantiles under negatively associated sequence," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2660-2663, November.
- Qinchi Zhang & Wenzhi Yang & Shuhe Hu, 2014. "On Bahadur representation for sample quantiles under α-mixing sequence," Statistical Papers, Springer, vol. 55(2), pages 285-299, May.
- Liang, Han-Ying & Fan, Guo-Liang, 2009. "Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 1-15, January.
- Xuejun Wang & Yi Wu & Wei Yu & Wenzhi Yang & Shuhe Hu, 2019. "Asymptotics for the linear kernel quantile estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1144-1174, December.
- Xuejun Wang & Yi Wu & Shuhe Hu, 2016. "Exponential probability inequality for $$m$$ m -END random variables and its applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 127-147, February.
- Wu, Yi & Wang, Xuejun & Hu, Shuhe, 2017. "Complete moment convergence for weighted sums of weakly dependent random variables and its application in nonparametric regression model," Statistics & Probability Letters, Elsevier, vol. 127(C), pages 56-66.
- Bernou, Ismahen & Boukhari, Fakhreddine, 2022. "Limit theorems for dependent random variables with infinite means," Statistics & Probability Letters, Elsevier, vol. 189(C).
- Wenzhi Yang & Haiyun Xu & Ling Chen & Shuhe Hu, 2018. "Complete consistency of estimators for regression models based on extended negatively dependent errors," Statistical Papers, Springer, vol. 59(2), pages 449-465, June.
- Zhou, Xing-cai & Lin, Jin-guan, 2012. "A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1914-1922.
- Aiting Shen & Ying Zhang & Andrei Volodin, 2015. "Applications of the Rosenthal-type inequality for negatively superadditive dependent random variables," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(3), pages 295-311, April.
- Leshun Xu & Alan Lee & Thomas Lumley, 2023. "A functional central limit theorem on non-stationary random fields with nested spatial structure," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 215-234, April.
- Serinko, Regis J. & Babu, Gutti Jogesh, 1995. "Asymptotics of k-mean clustering under non-i.i.d. sampling," Statistics & Probability Letters, Elsevier, vol. 24(1), pages 57-66, July.
- Xuejun Wang & Yi Wu & Shuhe Hu, 2019. "The Berry–Esseen bounds of the weighted estimator in a nonparametric regression model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1143-1162, October.
- Lanh Tran, 1988. "Rank order statistics for time series models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(2), pages 247-260, June.
- Xuejun Wang & Yi Wu & Shuhe Hu & Nengxiang Ling, 2020. "Complete moment convergence for negatively orthant dependent random variables and its applications in statistical models," Statistical Papers, Springer, vol. 61(3), pages 1147-1180, June.
- Aiting Shen & Siyao Zhang, 2021. "On Complete Consistency for the Estimator of Nonparametric Regression Model Based on Asymptotically Almost Negatively Associated Errors," Methodology and Computing in Applied Probability, Springer, vol. 23(4), pages 1285-1307, December.
- Yi Wu & Xuejun Wang & Shuhe Hu & Lianqiang Yang, 2018. "Weighted version of strong law of large numbers for a class of random variables and its applications," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 379-406, June.
- Yi Wu & Xuejun Wang & Aiting Shen, 2023. "Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-28, March.
- Zhang, Junjian, 2006. "Empirical likelihood for NA series," Statistics & Probability Letters, Elsevier, vol. 76(2), pages 153-160, January.
- Bing-Yi Jing & Han-Ying Liang, 2008. "Strong Limit Theorems for Weighted Sums of Negatively Associated Random Variables," Journal of Theoretical Probability, Springer, vol. 21(4), pages 890-909, December.
More about this item
Keywords
Quantile; Estimator; Bahadur representation; Dependent mixing random variables;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01543-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.