On the Bahadur representation of sample quantiles for score functionals
Johannes Krebs

TL;DR
This paper derives the Bahadur representation for sample quantiles of stabilizing score functionals in stochastic geometry, analyzing their fluctuations and applying results to trimmed and Winsorized means, including a law of the iterated logarithm.
Contribution
It introduces the Bahadur representation for score functionals derived from Poisson processes, advancing understanding of their quantile fluctuations.
Findings
Bahadur representation established for score functionals
Law of the iterated logarithm proved for sample quantiles
Results applied to trimmed and Winsorized means
Abstract
We establish the Bahadur representation of sample quantiles for stabilizing score functionals in stochastic geometry and study local fluctuations of the corresponding empirical distribution function. The scores are obtained from a Poisson process. We apply the results to trimmed and Winsorized means of the score functionals and establish a law of the iterated logarithm for the sample quantiles of the scores.
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Taxonomy
TopicsPoint processes and geometric inequalities · Statistical Methods and Inference · Markov Chains and Monte Carlo Methods
