Article ID Journal Published Year Pages File Type
1155117 Statistics & Probability Letters 2008 5 Pages PDF
Abstract
We obtain a Bahadur representation for sample quantiles of a nonlinear functional of Gaussian sequences with correlation function decreasing as k−α for some α>0. This representation is derived under a minimal assumption.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
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