The Bahadur representation of sample quantiles for associated sequences
Statistics Theory
2022-06-14 v1 Probability
Statistics Theory
Abstract
In this paper, the Bahadur representation of sample quantiles based on associated sequences is established under polynomially decaying of covariances. The rate of approximation depends on the covariances decay degree and becomes close to the optimal rate obtained under independence when the covariances decrease fastly to 0.
Keywords
Cite
@article{arxiv.2206.05995,
title = {The Bahadur representation of sample quantiles for associated sequences},
author = {Lahcen Douge},
journal= {arXiv preprint arXiv:2206.05995},
year = {2022}
}