On the Bahadur Representation of Quantiles for a Sample from ρ*-Mixing Structure Population
Więcej
Ukryj
1
Department of Applied Mathematics, Lublin University of Technology, ul. Nadbystrzycka 38D, 20–618 Lublin, Poland
Data publikacji: 01-07-2022
Autor do korespondencji
Dagmara Dudek
Department of Applied Mathematics, Lublin University of Technology, ul. Nadbystrzycka 38D, 20–618 Lublin, Poland
Adv. Sci. Technol. Res. J. 2022; 16(3):316-330
SŁOWA KLUCZOWE
DZIEDZINY
STRESZCZENIE
In this paper, we establish the strong consistency and the Bahadur representation of sample quantiles for ρ*-mixing random variables. Additionally, the asymptotic normality and the Berry-Esseen bound of sample quantiles for ρ*-mixing random variables are presented. Additionally, we provide the rate of convergence of sample quantiles to population counterparts. Moreover, numerical simulation is presented to ilustrate and verify obtained results.