The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model
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Publication:4618068
DOI10.1137/S0040585X97T989180zbMath1411.62108OpenAlexW2884218145MaRDI QIDQ4618068
Publication date: 7 February 2019
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t989180
random variablesnormal approximationBerry-Esseen boundnonparametric regression model\(\rho\)-mixing sequencesample quantiles
Related Items (6)
A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Rates of convergence in the central limit theorem for martingales in the non stationary setting ⋮ A Berry-Esseen theorem for sample quantiles under association ⋮ Strong convergence rates of multiple change-point estimator for ρ-mixing sequence ⋮ A Berry–Esseen theorem for sample quantiles under martingale difference sequences ⋮ Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
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