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
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
Journal title :
Journal of Mathematical Analysis and Applications