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Article Dans Une Revue Statistics and Probability Letters Année : 2008

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

Résumé

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

hal-00131071 , version 1 (15-02-2007)
hal-00131071 , version 2 (29-09-2008)

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Jean-François Coeurjolly. Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption. Statistics and Probability Letters, 2008, 78 (15), pp.2485-2489. ⟨10.1016/j.spl.2008.02.037⟩. ⟨hal-00131071v2⟩
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