arXiv Open Access 2007

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

Jean-François Coeurjolly
Lihat Sumber

Abstrak

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

Topik & Kata Kunci

Penulis (1)

J

Jean-François Coeurjolly

Format Sitasi

Coeurjolly, J. (2007). Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption. https://arxiv.org/abs/math/0702440

Akses Cepat

Lihat di Sumber
Informasi Jurnal
Tahun Terbit
2007
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓