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arxiv: math/0702440 · v2 · submitted 2007-02-15 · 🧮 math.ST · stat.TH

Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption

classification 🧮 math.ST stat.TH
keywords representationalphaassumptionbahadurfunctionalgaussianquantilessample
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We obtain a Bahadur representation for sample quantiles of nonlinear functional of Gaussian sequences with correlation function decreasing as $k^{-\alpha}$ for some $\alpha > 0$. This representation is derived under a mimimal assumption.

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