PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

On the Bahadur Representation of Quantiles for a Sample from ρ*-Mixing Structure Population

Treść / Zawartość
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this paper, we establish the strong consistency and the Bahadur representation of sample quantiles for ρ*-mixing random variables. Additionally, the asymptotic normality and the Berry-Esseen bound of sample quantiles for ρ*-mixing random variables are presented. Additionally, we provide the rate of convergence of sample quantiles to population counterparts. Moreover, numerical simulation is presented to ilustrate and verify obtained results.
Twórcy
  • Department of Applied Mathematics, Lublin University of Technology, ul. Nadbystrzycka 38D, Lublin, 20-618, Poland
  • Department of Applied Mathematics, Lublin University of Technology, ul. Nadbystrzycka 38D, Lublin, 20-618, Poland
Bibliografia
  • 1. Bahadur R.R.A. Note on Quantiles in Large Samples. Ann. Math. Statist. 1966; 37(3): 577-580.
  • 2. Sen P.K. On the Bahadur representation of sample quantiles for sequences of φ-mixing random variables. Journal of Multivariate Analysis 1972; 2(1): 77-95.
  • 3. Babu G.J., Singh, K. On deviations between empirical and quantile processes for mixing random variables. Journal of Multivariate Analysis 1978; 8(4): 532-549.
  • 4. Yoshihara K. The Bahadur representation of sample quantile for sequences of strongly mixing random variables. Statistic & Probability Letters 1995; 24(4): 299-305.
  • 5. Yang W., Hu S., Wang X. The Bahadur representation for sample quantiles under dependent sequence. Acta Math. Appl. Sin. 2019; 35: 521-531.
  • 6. Wu Y., Yu W., Wang X. The Bahadur representation of sample quantiles for φ-mixing random variables and its application. Statistics 2021; 55(2): 426-444.
  • 7. Sun S.X. The Bahadur representation for sample quantiles under weak dependence. Statistics & Probability Letters 2006; 76(12): 1238-1244.
  • 8. Wang X.J., Hu S.H., Yang W.Z. The Bahadur representation for sample quantiles under strongly mixing sequence. Journal of Statistical Planning and Inference 2011; 141(2): 655-662.
  • 9. Zhang Q., Yang W., Hu S. On Bahadur representation for sample quantiles under α-mixing sequence. Stat Papers 2014; 55: 285-299.
  • 10. Ling N.X. The Bahadur representation for sample quantiles under negatively associated sequences. Statistics & Probability Letters 2008; 78: 2660-2663.
  • 11. Li X., Yang W., Hu S., Wang X. The Bahadur representation for sample quantile under NOD sequence. Journal of Nonparametric Statistics 2011; 23(1): 59-65.
  • 12. Bradley R.C. On the spectral density and asymptotic normality of weakly dependent random fields.J. Theor. Probab. 1992; 5: 355-373.
  • 13. Bryc W., Smolenski W. Moment conditions for almost sure convergence of weakly correlated random variables. Proc. Am. Math. Soc. 1993; 119(2): 629-635.
  • 14. Peligrad M., Gut A. Almost-sure results for a class of dependent random variables. J. Theor. Probab.1999; 12: 87–104.
  • 15. Utev S., Peligrad M. Maximal inequalities and an invariance principle for a class of weakly dependent random variables. J. Theor. Probab. 2003; 16: 101-115.
  • 16. Sung S.H. Complete convergence for weighted sums of ρ*-mixing random variables. Discrete Dyn. Nat. Soc. 2010; Article ID 630608.
  • 17. Chen P., Sung S. H. On complete convergence and complete moment convergence for weighted sums of ρ*-mixing random variables. J. of Inequalities and Appl. 2018; 121.
  • 18. Tang X., Xi M., Wu Y., Wang X. Asymptotic normality of a wavelet estimator for asymptotically negatively associated errors. Stat. and Probab. Letters 2018; 140: 191-201.
  • 19. Zhang L. Central Limit Theorems for Asymptotically Negatively Associated Random Fields. Acta Math. Sinica 2000; 16: 691-710.
  • 20. Yang S.C. Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples. Statistics & Probability Letters 2003; 62(2): 101-110.
  • 21. Fainleib A.S. A generalization of Esseen’s inequality and its application in probabilistic number theory. Math USSR Izv 1968; 2(4): 821-844.
Uwagi
Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-c354cbe4-fcd4-43b2-abd2-b65c1c95f238
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.