On the Bahadur Representation of Sample Quantiles for Widely Orthant Dependent Sequences


Wenzhi Yang, Tingting Liu, Xuejun Wang, Shuhe Hu




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 sequences. Our results extend the corresponding ones of Ling [N.X. Ling, The Bahadur representation for sample quantiles under negatively associated sequence, Statistics and Probability Letters 78(16) (2008), 2660–2663], Xu et al. [S.F. Xu, L. Ge, Y. Miao, On the Bahadur representation of sample quantiles and order statistics for NA sequences, Journal of the Korean Statistical Society 42(1) (2013), 1–7] and Li et al. [X.Q. Li, W.Z. Yang, S.H. Hu, X.J. Wang, The Bahadur representation for sample quantile under NOD sequence, Journal of Nonparametric Statistics 23(1) (2011), 59–65] for the case of NA sequences or NOD sequences.