Accession Number:
AD0738339
Title:
On the Bahadur Representation of Sample Quantiles for Sequences of phi-Mixing Random Variables,
Descriptive Note:
Corporate Author:
NORTH CAROLINA UNIV CHAPEL HILL
Personal Author(s):
Report Date:
1971-12-01
Pagination or Media Count:
23.0
Abstract:
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 1966 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 a functional central limit theorem for sample quantiles. It is also shown that the law of iterated logarithm holds for quantiles in stationary phi-mixing processes. Author
Descriptors:
Subject Categories:
- Statistics and Probability