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The Convergence Rate of High-Dimensional Sample Quantiles for φ -Mixing Observation Sequences

Author

Listed:
  • Ling Peng

    (School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai 200240, China)

  • Dong Han

    (School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai 200240, China)

Abstract

In this paper, we obtain the convergence rate for the high-dimensional sample quantiles with the φ -mixing dependent sequence. The resulting convergence rate is shown to be faster than that obtained by the Hoeffding-type inequalities. Moreover, the convergence rate of the high-dimensional sample quantiles for the observation sequence taking discrete values is also provided.

Suggested Citation

  • Ling Peng & Dong Han, 2021. "The Convergence Rate of High-Dimensional Sample Quantiles for φ -Mixing Observation Sequences," Mathematics, MDPI, vol. 9(6), pages 1-8, March.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:6:p:647-:d:519412
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    References listed on IDEAS

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