Bahadur representation of sample quantiles for functional of Gaussian dependent sequences under a minimal assumption
Jean-François Coeurjolly
Abstract
We obtain a Bahadur representation for sample quantiles of nonlinear functional of Gaussian sequences with correlation function decreasing as k-α for some α> 0. This representation is derived under a mimimal assumption.
Create a lesson
Related papers
Instance-Optimal Adaptive Location Estimation via Multiscale Mid-Summaries
Qiaosen Wang, Chao Gao
Robust Multi-Task Learning for Principal Component Analysis
Dali Liu, Haolei Weng
Principal component error in high-dimensional factor models
Alex Bernstein, Lisa R. Goldberg, Nicholas Gunther et al.
Approximation Theorems for High-Dimensional Canonical U-Statistics: Gaussian Chaos and Phase Transition
Leheng Cai, Qirui Hu
On the parametric and semiparametric Fisher information matrix for non-zero mean stationary spherical invariant random processes
Jean-Pierre Delmas, Habti Abeida, Stefano Fortunati
Inference for two-stage sampling in spatial surveys
Guillaume Chauvet, Olivier Bouriaud, Trinh H. K. Duong