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The Bahadur Representation for Sample Quantiles Under Dependent Sequence

The Bahadur Representation for Sample Quantiles Under Dependent Sequence
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摘要 On the one hand,we investigate the Bahadur representation for sample quantiles underφ-mixing sequence withφ(n)=O(n^-3)and obtain a rate as O(n-3/4 log n),a.s.On the other hand,by relaxing the condition of mixing coefficients to∑∞n=1φ^1/2(n)<∞,a rate O(n^-1/2(log n)^1/2),a.s.,is also obtained. On the one hand, we investigate the Bahadur representation for sample quantiles under φ-mixing sequence with φ(n) = O(n-3) and obtain a rate as O(n-3/4 log n), a.s. On the other hand, by relaxing the condition of mixing coefficients to■, a rate O(n-1/2(log n)1/2), a.s., is also obtained.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2019年第3期521-531,共11页 应用数学学报(英文版)
基金 Supported by NNSF of China(11501005,11671012,11701004,11701005) NSF of Anhui Province(1808085QA03,1808085QA17,1808085QF212) Provincial Natural Science Research Project of Anhui Colleges(KJ2017A027,KJ2018A0030)
关键词 Bahadur REPRESENTATION SAMPLE QUANTILES MIXING SEQUENCE Bahadur representation sample quantiles mixing sequence
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  • 1Yang S S,J Amer Statist Assoc,1985年,80卷,1004页

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