The Bahadur representation for sample quantiles under dependent sequence

Wenzhi Yang, Shuhe Hu, Xuejun Wang

On the one hand, we investigate the Bahadur representation for sample quantiles under $\phi$-mixing sequence with $\phi (n)=O(n^{-3})$ and obtain a rate as $O(n^{-\frac{3}{4}}\log n)$, $a…