Abstract

Sun [2006, The Bahadur representation for sample quantiles under weak dependence. Statist. Probab. Lett. 76, 1238–1244] established the Bahadur representation for sample quantiles under the strongly mixing sequence. But there are some problems in the proofs of the main results. In the paper, we further investigate the Bahadur representation for sample quantiles under strongly mixing sequence and get better bound than that in Sun (2006).

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