A Berry-Esseen theorem for sample quantiles under weak dependence

DOI10.1214/08-AAP533zbMath1158.60007arXiv0902.4796OpenAlexW3099558719MaRDI QIDQ1009481

Soumendra Nath Lahiri, Shuxia Sun

Publication date: 2 April 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.4796

zbMATH Keywords

stationarystrong mixingnormal approximationquantile hedging

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (21)

Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples ⋮ Berry-Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression ⋮ Moderate and large deviations for the smoothed estimate of sample quantiles ⋮ Berry-Esséen bound of sample quantiles for negatively associated sequence ⋮ The Berry-Esséen bound of sample quantiles for NA sequence ⋮ Large and moderate deviation principles for the bootstrap sample quantile ⋮ A Berry-Esseen theorem for sample quantiles under association ⋮ Some improved results on Berry–Esséen bounds for strong mixing random variables and applications ⋮ Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors ⋮ The Berry--Esseen Bound for $\rho$-Mixing Random Variables and Its Applications in Nonparametric Regression Model ⋮ The Berry-Esséen type bound of sample quantiles for strong mixing sequence ⋮ Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables ⋮ Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences ⋮ Estimation of the quantile function using Bernstein–Durrmeyer polynomials ⋮ A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence ⋮ The Bahadur representation for sample quantiles under dependent sequence ⋮ The Bahadur representation of sample quantiles for weakly dependent sequences ⋮ Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains ⋮ Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series ⋮ A Quantile‐based Test for Symmetry of Weakly Dependent Processes ⋮ Multivariate generalized linear-statistics of short range dependent data

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• Special issue: Stable non-Gaussian models in finance and econometrics
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