English

The Bahadur representation for sample quantiles under dependent sequence

Statistics Theory 2019-01-15 v1 Statistics Theory

Abstract

On the one hand, we investigate the Bahadur representation for sample quantiles under φ\varphi-mixing sequence with φ(n)=O(n3)\varphi(n)=O(n^{-3}) and obtain a rate as O(n34logn)O(n^{-\frac{3}{4}}\log n), a.s.a.s.. On the other hand, by relaxing the condition of mixing coefficients to n=1φ1/2(n)<\sum\nolimits_{n=1}^\infty\varphi^{1/2}(n)<\infty, a rate O(n1/2(logn)1/2)O(n^{-1/2}(\log n)^{1/2}), a.s.a.s., is also obtained.

Cite

@article{arxiv.1901.04127,
  title  = {The Bahadur representation for sample quantiles under dependent sequence},
  author = {Wenzhi Yang and Shuhe Hu and Xuejun Wang},
  journal= {arXiv preprint arXiv:1901.04127},
  year   = {2019}
}
R2 v1 2026-06-23T07:10:30.281Z