A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence

DOI10.1080/03610926.2012.719990zbMath1305.62116OpenAlexW2057617807MaRDI QIDQ5172786

Wenzhi Yang, Shuhe Hu, Xue-jun Wang

Publication date: 5 February 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.719990

zbMATH Keywords

sample quantileBerry-Esseen bound\(\varphi\)-mixing random variable

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (11)

A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ A note on the asymptotic properties of the estimators in a semiparametric regression model ⋮ Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model ⋮ Asymptotics for the linear kernel quantile estimator ⋮ A Berry-Esseen theorem for sample quantiles under association ⋮ Exponential inequalities for sums of unbounded ϕ-mixing sequence and their applications ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ Uniform strong consistency of histogram density estimation for φ -mixing samples ⋮ Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains ⋮ The asymptotic properties of the estimators in a semiparametric regression model ⋮ Statistical inference for a heteroscedastic regression model with φ-mixing errors

Cites Work

• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
• The Bahadur representation for sample quantiles under negatively associated sequence
• A Berry-Esseen theorem for sample quantiles under weak dependence
• On the accuracy of the normal approximation for quantiles
• About the Berry-Esseen theorem for weakly dependent sequences
• The Bahadur representation for sample quantiles under weak dependence
• The Bahadur representation for sample quantile under NOD sequence
• Approximation Theorems of Mathematical Statistics
• Berry-esseen bound for the kaplan-meier estimator
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