• Title/Summary/Keyword: Bahadur representation

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ON ALMOST SURE REPRESENTATIONS FOR LONG MEMORY SEQUENCES

  • Ho, Hwai-Chung
    • Journal of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.741-753
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    • 1998
  • Let G(*) be a Borel function applied to a stationary long memory sequence {X$_{i}$} of standard Gaussian random variables. Focusing on the process {G(X$_{i}$)}, the present paper establishes the almost sure representation for the empirical quantile process, that is, Bahadur's representation, and for the empirical process with respect to sample mean. Statistical applications of the representations are also addressed.sed.

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Weak Convergence of U-empirical Processes for Two Sample Case with Applications

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.109-120
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    • 2002
  • In this paper, we show the weak convergence of U-empirical processes for two sample problem. We use the result to show the asymptotic normality for the generalized dodges-Lehmann estimates with the Bahadur representation for quantifies of U-empirical distributions. Also we consider the asymptotic normality for the test statistics in a simple way.

ASYMPTOTIC PROPERTIES OF RANDOM CENTRAL ORDER STATISTICS UNDER CONTAMINATION

  • Kim, Sung-Kyun;Kim, Sung-Lai
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.627-634
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    • 2001
  • Under contamination, Bahadur representations with a strong remainder term are derived for random central order statistics with a prescribed limiting rank, and asymptotic normalities for these statistics of truncated and contaminated data are proved, with a suitable limiting rank. From these results, an application to the fixed-width confidence interval problem is available.