Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
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DOI: 10.1016/j.spl.2012.12.017
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References listed on IDEAS
- Sun, Shuxia, 2006. "The Bahadur representation for sample quantiles under weak dependence," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1238-1244, July.
- Lahiri, S. N., 1992. "On the Bahadur--Ghosh--Kiefer representation of sample quantiles," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 163-168, September.
- 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.
- Wendler, Martin, 2011. "Bahadur representation for U-quantiles of dependent data," Journal of Multivariate Analysis, Elsevier, vol. 102(6), pages 1064-1079, July.
- 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.
- Shao, Qi-Man & Yu, Hao, 1993. "Bootstrapping the sample means for stationary mixing sequences," Stochastic Processes and their Applications, Elsevier, vol. 48(1), pages 175-190, October.
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Cited by:
- Jentsch, Carsten & Leucht, Anne, 2014. "Bootstrapping Sample Quantiles of Discrete Data," Working Papers 14-15, University of Mannheim, Department of Economics.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Paul Doukhan & Gabriel Lang & Anne Leucht & Michael H. Neumann, 2015.
"Recent developments in bootstrap methods for dependent data,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 290-314, May.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Michael Wolf & Dan Wunderli, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 352-376, May.
- Doukhan, Paul & Lang, Gabriel & Leucht, Anne & Neumann, Michael H., 2014. "Dependent wild bootstrap for the empirical process," Working Papers 35246, University of Mannheim, Department of Economics.
- Zacharias Psaradakis & Marián Vávra, 2015.
"A Quantile-based Test for Symmetry of Weakly Dependent Processes,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
- Marian Vavra, 2013. "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.
- Marián Vávra, 2020.
"Assessing distributional properties of forecast errors for fan-chart modelling,"
Empirical Economics, Springer, vol. 59(6), pages 2841-2858, December.
- Marian Vavra, 2018. "Assessing Distributional Properties of Forecast Errors," Working and Discussion Papers WP 3/2018, Research Department, National Bank of Slovakia.
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Keywords
Quantiles; Strong mixing; Block bootstrap;All these keywords.
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