On the Bahadur representation of sample quantiles for dependent sequences
Work
Year: 2005
Type: article
Abstract: We establish the Bahadur representation of sample quantiles for linear and some widely used nonlinear processes. Local fluctuations of empirical processes are discussed. Applications to the trimmed an... more
Source: The Annals of Statistics
Author Wei Biao Wu
Institution University of Chicago
Cites: 41
Cited by: 120
Related to: 10
FWCI: 6.435
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze