IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v8y1978i4p532-549.html
   My bibliography  Save this article

On deviations between empirical and quantile processes for mixing random variables

Author

Listed:
  • Babu, Gutti Jogesh
  • Singh, Kesar

Abstract

Let {Xn} be a strictly stationary [phi]-mixing process with [Sigma]j=1[infinity] [phi]1/2(j)

Suggested Citation

  • 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.
    • Handle: RePEc:eee:jmvana:v:8:y:1978:i:4:p:532-549
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(78)90031-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. Dagmara Dudek & Anna Kuczmaszewska, 2024. "Some practical and theoretical issues related to the quantile estimators," Statistical Papers, Springer, vol. 65(6), pages 3917-3933, August.
    3. Ouimet, Frédéric, 2021. "Asymptotic properties of Bernstein estimators on the simplex," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
    4. 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.
    5. Babu, G. Jogesh & Chaubey, Yogendra P., 2006. "Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 959-969, May.
    6. Wendler, Martin, 2011. "Bahadur representation for U-quantiles of dependent data," Journal of Multivariate Analysis, Elsevier, vol. 102(6), pages 1064-1079, July.
    7. 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.
    8. Sun, Shuxia, 2006. "The Bahadur representation for sample quantiles under weak dependence," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1238-1244, July.
    9. Ling, Nengxiang, 2008. "The Bahadur representation for sample quantiles under negatively associated sequence," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2660-2663, November.
    10. 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.
    11. 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.
    12. Sharipov, Olimjon Sh. & Wendler, Martin, 2013. "Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1028-1035.
    13. Yoshihara, Ken-ichi, 1995. "The Bahadur representation of sample quantiles for sequences of strongly mixing random variables," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 299-304, September.
    14. Wendler, Martin, 2012. "U-processes, U-quantile processes and generalized linear statistics of dependent data," Stochastic Processes and their Applications, Elsevier, vol. 122(3), pages 787-807.
    15. Polonik, Wolfgang & Yao, Qiwei, 2002. "Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 80(2), pages 234-255, February.

    Corrections

    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:eee:jmvana:v:8:y:1978:i:4:p:532-549. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.