On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application

Guodong Xing,Shanchao Yang

On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application

2018

Guodong Xing
Shanchao Yang

ABSTRACTIn this paper, the Bahadur representation of sample quantiles for ψ-mixing sequences is obtained under the given conditions. As its application, the uniformly asymptotic normality is derived.

Keywords:

Mathematics
Statistics
Econometrics
Quantile
Applied mathematics
Asymptotic distribution

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