The Bahadur representation of sample quantiles for associated sequences

06/13/2022
by   Lahcen Douge, et al.
0

In this paper, the Bahadur representation of sample quantiles based on associated sequences is established under polynomially decaying of covariances. The rate of approximation depends on the covariances decay degree and becomes close to the optimal rate obtained under independence when the covariances decrease fastly to 0.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset