The Bahadur representation for sample quantiles under dependent sequence
classification
🧮 math.ST
stat.TH
keywords
varphibahadurhandinftymixingquantilesraterepresentation
read the original abstract
On the one hand, we investigate the Bahadur representation for sample quantiles under $\varphi$-mixing sequence with $\varphi(n)=O(n^{-3})$ and obtain a rate as $O(n^{-\frac{3}{4}}\log n)$, $a.s.$. On the other hand, by relaxing the condition of mixing coefficients to $\sum\nolimits_{n=1}^\infty\varphi^{1/2}(n)<\infty$, a rate $O(n^{-1/2}(\log n)^{1/2})$, $a.s.$, is also obtained.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.