The Convergence Rate of High-Dimensional Sample Quantiles for Φ-Mixing Observation Sequences

被引：0

作者：

Peng, Ling ^{[1
]}

Han, Dong ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Sch Math Sci, Shanghai 200240, Peoples R China

来源：

MATHEMATICS | 2021年 / 9卷 / 06期

基金：

中国国家自然科学基金;

关键词：

convergence rate; sample quantiles; phi-mixing dependent sequence;

D O I：

10.3390/math9060647

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we obtain the convergence rate for the high-dimensional sample quantiles with the phi-mixing dependent sequence. The resulting convergence rate is shown to be faster than that obtained by the Hoeffding-type inequalities. Moreover, the convergence rate of the high-dimensional sample quantiles for the observation sequence taking discrete values is also provided.

引用

页数：8

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