Article ID Journal Published Year Pages File Type
1154728 Statistics & Probability Letters 2006 7 Pages PDF
Abstract

In this paper, we give a Bahadur representation of sample quantiles based on strongly mixing random variables under polynomially decaying rate. Our results extend Theorems 1 and 2 of Yoshihara [1995. The Bahadur representation of sample quantile for sequences of strongly mixing random variables. Statist. Probab. Lett. 24, 299–304].

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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