The Bahadur representation for sample quantiles of ρ-mixing random variables

Dagmara Dudek and Anna Kuczmaszewska

Statistics & Probability Letters, 2025, vol. 221, issue C

Abstract: In this paper we investigate the strong consistency and the Bahadur representation of sample quantiles for ρ-mixing random variables. Moreover, we prove the asymptotic normality and the Berry–Esseen bound of sample quantiles for ρ-mixing random variables. To illustrate the obtained results some numerical simulations are presented.

Keywords: Quantiles; Bahadur representation; ρ–mixing random variables (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110386

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