The Bahadur representation for sample quantiles under dependent sequence

DOI10.1007/S10255-019-0827-5MaRDI QIDQ2274175zbMATH OpenOpenAlexWikidataFDO

Authors Wenzhi Yang, Shuhe Hu, Xuejun Wang

Publication date 19 September 2019

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.04127

zbMATH Keywords

Bahadur representationmixing sequencesample quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Central limit and other weak theorems (60F05)

Abstract: On the one hand, we investigate the Bahadur representation for sample quantiles under $varphi$-mixing sequence with $varphi(n)=O(n^{-3})$ and obtain a rate as $O(n^{-frac34}logn)$, $a.s.$. On the other hand, by relaxing the condition of mixing coefficients to $sumolimit{s}_{n=1}^{i}nftyvarph{i}^{1/2}(n)<infty$, a rate $O(n^{-1/2}(logn{)}^{1/2})$, $a.s.$, is also obtained.

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Cites work

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• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
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• The Berry-Esséen type bound of sample quantiles for strong mixing sequence

Cited in

(15)

• Bahadur representation of sample quantiles for a functional of Gaussian dependent sequences under a minimal assumption
• scientific article; zbMATH DE number 6438553 (Why is no real title available?)
• scientific article; zbMATH DE number 1194782 (Why is no real title available?)
• Bahadur representations for bootstrap quantiles
• The Bahadur representation for empirical and smooth quantile estimators under association
• Asymptotics for the linear kernel quantile estimator
• Some practical and theoretical issues related to the quantile estimators
• The Bahadur representation of sample quantiles for \(\varphi\)-mixing random variables and its application
• On Bahadur representation for sample quantiles under \(\alpha\)-mixing sequence
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
• The Bahadur representation for sample quantiles under strongly mixing sequence
• The Bahadur representation of sample quantiles for weakly dependent sequences
• A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables
• The Bahadur representation of sample quantiles for sequences of strongly mixing random variables
• The Bahadur representation for sample quantiles under weak dependence

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