Identyfikatory
Warianty tytułu
Języki publikacji
Abstrakty
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.
Wydawca
Rocznik
Tom
Strony
316--330
Opis fizyczny
Bibliogr. 21 poz., fig., tab.
Twórcy
autor
- Department of Applied Mathematics, Lublin University of Technology, ul. Nadbystrzycka 38D, Lublin, 20-618, Poland
autor
- 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