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Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties

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  • Fotopoulos, S. B.
  • Ahn, S. K.

Abstract

Given some regularity conditions on the distribution F(·) of a random X1, ..., Xn emanating from a strictly stationary sequence of random variables satisfying a strong mixing condition, it is shown that the sequence of quantile processes {nf(F-1(s))(F-1n(s) - F-1(s)); 0

Suggested Citation

  • Fotopoulos, S. B. & Ahn, S. K., 1994. "Strong Approximation of the Quantile Processes and Its Applications under Strong Mixing Properties," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 17-45, October.
    • Handle: RePEc:eee:jmvana:v:51:y:1994:i:1:p:17-45
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    Cited by:

    1. Ghalibaf, M. Bolbolian & Fakoor, V. & Azarnoosh, H.A., 2010. "Strong Gaussian approximations of product-limit and quantile processes for truncated data under strong mixing," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 581-586, April.
    2. Ajami, M. & Fakoor, V. & Jomhoori, S., 2011. "The Bahadur representation for kernel-type estimator of the quantile function under strong mixing and censored data," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1306-1310, August.
    3. Yu, Hao, 1996. "A note on strong approximation for quantile processes of strong mixing sequences," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 1-7, September.

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