The Bahadur representation for sample quantiles under dependent sequence (Q2274175)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The Bahadur representation for sample quantiles under dependent sequence
scientific article

    Statements

    The Bahadur representation for sample quantiles under dependent sequence (English)
    0 references
    0 references
    0 references
    0 references
    19 September 2019
    0 references
    In [Ann. Math. Stat. 37, 577--580 (1966; Zbl 0147.18805)], \textit{R. R. Bahadur} firstly introduced an elegant representation for sample quantile in terms of empirical distribution function based on independent and identically distributed (i.i.d.) random variables. Definition: A random variable sequence \( \{X_n , n \geq 1 \} \) is said to be a \( \varphi \)-mixing random variable sequence if \( \varphi \downarrow 0\) as \(n \rightarrow +\infty \). When \( \varphi (n) = O(n^{-3}) \), then the rate of the Bahadur representation is \( O(n^{-3/4} \log n) \) a.s. On the other hand, by relaxing the condition of mixing coefficients to \( \sum_{n=1}^{+ \infty} \varphi^\frac{1}{2} (n) < + \infty \), a rate \( O(n^{-1/2} (\log n)^\frac{1}{2}) \) a.s. is also obtained. These results are remarkable.
    0 references
    Bahadur representation
    0 references
    sample quantiles
    0 references
    mixing sequence
    0 references
    0 references
    0 references

    Identifiers