The Bahadur representation for sample quantiles under strongly mixing sequence

被引：22
|
作者：
Wang, Xuejun [1 ]
Hu, Shuhe [1 ]
Yang, Wenzhi [1 ]
机构：
[1] Anhui Univ, Sch Math Sci, Hefei 230039, Anhui, Peoples R China
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Bahadur representation; Sample quantile; Strongly mixing sequence; RANDOM-VARIABLES;
D O I：
10.1016/j.jspi.2010.07.008
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Sun [2006, The Bahadur representation for sample quantiles under weak dependence. Statist. Probab. Lett. 76, 1238-1244] established the Bahadur representation for sample quantiles under the strongly mixing sequence. But there are some problems in the proofs of the main results. In the paper, we further investigate the Bahadur representation for sample quantiles under strongly mixing sequence and get better bound than that in Sun (2006). (c) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码：655 / 662
页数：8
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