Title of article :
The Berry–Esséen type bound of sample quantiles for strong mixing sequence
Author/Authors :
Yang، نويسنده , , Wenzhi and Hu، نويسنده , , Shuhe and Wang، نويسنده , , Xuejun and Ling، نويسنده , , Nengxiang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
In this paper, we investigate the Berry–Esséen type bound of the sample quantiles for strong mixing sequence under some simple and weak conditions. The rates of normal approximation are shown as O ( n − 1 / 9 ) and O ( n − 1 / 6 · log n ) under some certain conditions.
Keywords :
Berry–Esséen type bound , Sample quantile , strong mixing
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference