Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption

Details Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption

2007-02-15

arxiv.org/abs/math/0702440v2

Statistics and Probability Letters 78 (2008) 2485-2489

Mathematics

Statistics Theory

Scientific paper

10.1016/j.spl.2008.02.037

We obtain a Bahadur representation for sample quantiles of nonlinear
functional of Gaussian sequences with correlation function decreasing as
$k^{-\alpha}$ for some $\alpha > 0$. This representation is derived under a
mimimal assumption.

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