On Bahadur representation for sample quantiles under α-mixing sequence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-012-0472-z.pdf
Reference21 articles.
1. Babu GJ, Singh K (1978) On deviations between empirical and quantile processes for mixing random variables. J Multivar Anal 8(4): 532–549
2. Bahadur RR (1966) A note on quantiles in large samples. Ann Math Stat 37(3): 577–580
3. Bosq D (1998) Nonparametric statistics for stochastic processes. Springer, New York
4. Cai ZW, Roussas GG (1997) Smooth estimate of quantiles under association. Stat Probab Lett 36(3): 275–287
5. Chen SX, Tang CY (2005) Nonparametric inference of value-at risk for dependent financial returns. J Financ Econom 3(2): 227–255
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