The Bahadur representation of sample quantiles for weakly dependent sequences

被引：7
|
作者：
Wang, Yiwei [1 ]
Yang, Wenzhi [2 ]
Hu, Shuhe [2 ]
机构：
[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Hong Kong, Peoples R China
[2] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China
来源：
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES | 2016年 / 88卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Bahadur representation; sample quantiles; (rho)over-tilde-mixing; sequences; COMPLETE CONVERGENCE; ARRAYS; SUMS;
D O I：
10.1080/17442508.2015.1085537
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Under some weak conditions, we use the moment inequality for (rho) over tilde mixing sequence to investigate the Bahadur representation of sample quantiles based on this stochastic sequence. For all beta is an element of (0,1), we obtain a rate of Bahadur representation in the form of O(n-3 beta/4) which is close to the rate O(n(-3/4)).
引用
收藏
页码：428 / 436
页数：9
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