Motivated by the problem of selecting representative portfolios for backtesting counterparty credit risks, we propose a matching quantiles estimation (MQE) method for matching a target distribution by that of a linear combination of a set of random variables. An iterative procedure based on the...

In this paper, by relaxing the mixing coefficients to α(n) = O(n <Superscript>−β</Superscript>), β  3, we investigate the Bahadur representation of sample quantiles under α-mixing sequence and obtain the rate as <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${O(n^{-\frac{1}{2}}(\log\log n\cdot\log n)^{\frac{1}{2}})}$$</EquationSource> </InlineEquation>. Meanwhile, for any δ  0, by...</equationsource></inlineequation></superscript>

Epidemiologists sometimes study the association between two measures of exposure on the same subjects by grouping the data into categories that are defined by sample quantiles of the two marginal distributions. Although such grouped data are presented in a twoway contingency table, the cell...

Epidemiologists sometimes study the association between two measures of exposure on the same subjects by grouping the data into categories that are defined by sample quantiles of the two marginal distributions. Although such grouped data are presented in a twoway contingency table, the cell...