The Berry-Esséen type bound of sample quantiles for strong mixing sequence

DOI10.1016/j.jspi.2011.09.004zbMath1227.62008OpenAlexW1980487566MaRDI QIDQ651068

Wenzhi Yang, Shuhe Hu, Nengxiang Ling, Xue-jun Wang

Publication date: 8 December 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.09.004

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items

Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples, MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS, The Berry-Esséen bound of sample quantiles for NA sequence, A Berry-Esseen theorem for sample quantiles under association, 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, Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors, Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields, A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence, Normal approximations for wavelet coefficients on spherical Poisson fields, The Bahadur representation for sample quantiles under dependent sequence, The Bahadur representation of sample quantiles for weakly dependent sequences, Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains, Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series

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