Title of article
Berry–Esséen bound of sample quantiles for φ-mixing random variables
Author/Authors
Yang، نويسنده , , Wenzhi and Wang، نويسنده , , Xuejun and Li، نويسنده , , Xiaoqin and Hu، نويسنده , , Shuhe، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2012
Pages
12
From page
451
To page
462
Abstract
In this paper, the Berry–Esséen bound of sample quantiles for φ-mixing random variables is investigated under some weak conditions, for example, the condition of mixing coefficients only needs that φ ( n ) = O ( n − β ) for some β ⩾ 13 / 6 . The rate of normal approximation is shown as O ( n − 1 / 9 ) .
Keywords
Sample quantile , ?-Mixing sequence , Berry–Esséen bound
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2012
Journal title
Journal of Mathematical Analysis and Applications
Record number
1562522
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