On the Bahadur representation of sample quantiles for sequences of [phi]-mixing random variables
The object of the present investigation is to show that the elegant asymptotic almost-sure representation of a sample quantile for independent and identically distributed random variables, established by Bahadur  holds for a stationary sequence of [phi]-mixing random variables. Two different orders of the remainder term, under different [phi]-mixing conditions, are obtained and used for proving two functional central limit theorems for sample quantiles. It is also shown that the law of iterated logarithm holds for quantiles in stationary [phi]-mixing processes.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 2 (1972)
Issue (Month): 1 (March)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|