On the Bahadur representation of sample quantiles for widely orthant dependent sequence

Wenzhi Yang, Tingting Liu, Xuejun Wang, Shuhe Hu

Abstract


It can be found that widely orthant dependent
(WOD) random variables are weaker than extended negatively orthant dependent (END) random variables, while END random variables are weaker than negatively orthant dependent (NOD) and negatively associated (NA) random variables. In this paper, we investigate the Bahadur representation of sample quantiles based on WOD sequence. Our results extend the corresponding ones of Ling (2008), Xu et al. (2013) and Li et al. (2011) for the case of NA sequence or NOD sequence.

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