The Bahadur representation of sample quantiles for sequences of strongly mixing random variables

In this note, the Bahadur representation of sample quantile is considered in the case where observations satisfy some strongly mixing condition. The results in this note extend Sen's results which are obtained in some ø-mixing cases.

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Year of publication:	1995
Authors:	Yoshihara, Ken-ichi
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 24.1995, 4, p. 299-304
Publisher:	Elsevier
Keywords:	Bahadur's representation Sample quantile Almost sure convergence Strongly mixing

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

Persistent link: https://www.econbiz.de/10005319773