The Bahadur Representation for Sample Quantiles Under Dependent Sequence

被引：5

作者：

Yang, Wen-zhi ^{[1
]}

Hu, Shu-he ^{[1
]}

Wang, Xue-jun ^{[1
]}

机构：

[1] Anhui Univ, Sch Math Sci, Hefei 230601, Anhui, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2019年 / 35卷 / 03期

关键词：

Bahadur representation; sample quantiles; mixing sequence;

D O I：

10.1007/s10255-019-0827-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

On the one hand, we investigate the Bahadur representation for sample quantiles under.-mixing sequence with.(n) = O(n-3) and obtain a rate as O (n- 34 log n), a.s. On the other hand, by relaxing the condition of mixing coefficients to 8 n=1.1/2(n) < 8, a rate O(n-1/2(log n)1/2), a.s., is also obtained.

引用

页码：521 / 531

页数：11

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