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

Jean-François Coeurjolly (1)

1 SAGAG - Statistique Appliquée et de Géométrie Aléatoire de Grenoble

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.

Mots clés: Gaussian processes; Bahadur representation of sample quantiles

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

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⟩