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 -mixing sequence with and obtain a rate as , . On the other hand, by relaxing the condition of mixing coefficients to , a rate , , 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}
}