Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
Statistics Theory
2008-09-30 v2 Statistics Theory
Abstract
We obtain a Bahadur representation for sample quantiles of nonlinear functional of Gaussian sequences with correlation function decreasing as for some . This representation is derived under a mimimal assumption.
Keywords
Cite
@article{arxiv.math/0702440,
title = {Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption},
author = {Jean-François Coeurjolly},
journal= {arXiv preprint arXiv:math/0702440},
year = {2008}
}