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arxiv: 1901.04127 · v1 · pith:CN4I4YSQnew · submitted 2019-01-14 · 🧮 math.ST · stat.TH

The Bahadur representation for sample quantiles under dependent sequence

classification 🧮 math.ST stat.TH
keywords varphibahadurhandinftymixingquantilesraterepresentation
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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.

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