A Berry–Esseen theorem for sample quantiles under martingale difference sequences (Q6132707)
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scientific article; zbMATH DE number 7729077
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English | A Berry–Esseen theorem for sample quantiles under martingale difference sequences |
scientific article; zbMATH DE number 7729077 |
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A Berry–Esseen theorem for sample quantiles under martingale difference sequences (English)
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17 August 2023
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Berry-Esseen-type bound
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sample quantile
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martingale difference sequences
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asymptotic normality
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Shapiro-Wilk test
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