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

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  • Coeurjolly, Jean-François

Abstract

We obtain a Bahadur representation for sample quantiles of a nonlinear functional of Gaussian sequences with correlation function decreasing as k-[alpha] for some [alpha]>0. This representation is derived under a minimal assumption.

Suggested Citation

  • Coeurjolly, Jean-François, 2008. "Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2485-2489, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:15:p:2485-2489
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    References listed on IDEAS

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    1. Sen, Pranab Kumar, 1972. "On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 2(1), pages 77-95, March.
    2. Breuer, Péter & Major, Péter, 1983. "Central limit theorems for non-linear functionals of Gaussian fields," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 425-441, September.
    3. Yoshihara, Ken-ichi, 1995. "The Bahadur representation of sample quantiles for sequences of strongly mixing random variables," Statistics & Probability Letters, Elsevier, vol. 24(4), pages 299-304, September.
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