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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