A Berry-Esseen theorem for weakly negatively dependent random variables and its applications (Q2495684)

A pair of real random variables \((X,Y)\) is called negatively quadrant dependent (abbreviated: NQD) if \(\text{Cov}\,(f(X), f(Y))\leq 0\) for all non-increasing functions \(f\), \(g\). A sequence \((X_n)_{n\geq 1}\) of random variables is called linearly NQD (LNQD), if for all disjoint set of integers \(A\), \(B\) and all \(r_i\geq 0\) the random variables \((\sum_{i\in A} r_i\cdot X_i, \sum_{i\in B} r_i\cdot X_i)\) are NQD, cf. \textit{E. L. Lehmann} [Ann. Math. Stat. 37, 1137--1153 (1966; Zbl 0146.40601)], \textit{C. M. Newman} [Asymptotic independence and limit theorems for positively and negatively dependent random variables, in: Inequalities in Statistics and Probability, Inst. Math. Stat. Hayward CA, pp. 127-140 (1984)]. For NQD sequences a version of the central limit theorem was proved by the second named author in [Acta Math. Hung. 86, 237--259 (2000; Zbl 0964.60035)]. In the paper under review the authors prove Berry-Esseén type estimates for the rate of convergence (Theorem 2.2 and 2.3).