A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481): Difference between revisions

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-Soumendra Nath Lahiri
@@ Property / author: Soumendra Nath Lahiri / rank @@
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-Shuxia Sun
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+Soumendra Nath Lahiri
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+Shuxia Sun
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+Asymptotic behaviour of mean-quantile efficient portfolios
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+Mixing: Properties and examples
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+Quantile hedging
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+Asymptotic expansions for sums of weakly dependent random vectors
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+Q4174025
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+On the Bahadur-Ghosh-Kiefer representation of sample quantiles
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+Refinements in asymptotic expansions for sums of weakly dependent random vectors
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+Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
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+Special issue: Stable non-Gaussian models in finance and econometrics
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+On the accuracy of the normal approximation for quantiles
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+About the Berry-Esseen theorem for weakly dependent sequences
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+Q5633359
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+On normal approximation for strongly mixing random variables
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