The Bahadur representation for sample quantiles under weak dependence

In this paper, we give a Bahadur representation of sample quantiles based on strongly mixing random variables under polynomially decaying rate. Our results extend Theorems 1 and 2 of Yoshihara [1995. The Bahadur representation of sample quantile for sequences of strongly mixing random variables. Statist. Probab. Lett. 24, 299-304].

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Year of publication:	2006
Authors:	Sun, Shuxia
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 12, p. 1238-1244
Publisher:	Elsevier
Keywords:	Bahadur representation Sample quantile Strongly mixing

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224053