On the accuracy of the normal approximation for quantiles
From MaRDI portal
Publication:1846706
DOI10.1214/aop/1176996617zbMath0288.62023OpenAlexW2098956848WikidataQ107326296 ScholiaQ107326296MaRDI QIDQ1846706
Publication date: 1974
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996617
Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)
Related Items (28)
Rates of uniform convergence of extreme order statistics ⋮ Berry-Esséen rate in asymptotic normality for perturbed sample quantiles ⋮ A Note on the Berry--Esseen Bounds for $\rho$-Mixing Random Variables and Their Applications ⋮ Influence of design on the rate of convergence to normality in L1 regression ⋮ A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators ⋮ Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles ⋮ The Berry-Esséen bound of sample quantiles for NA sequence ⋮ Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables ⋮ A Berry–Esseen theorem for sample quantiles under martingale difference sequences ⋮ Sharp moderate and large deviations for sample quantiles ⋮ Asymptotic independence of distributions of normalized order statistics of the underlying probability measure ⋮ Quantile estimators and covering probabilities ⋮ 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 ⋮ A remainder estimate for the normal approximation of perturbed sample quantiles ⋮ Asymptotics of the optimal confidence region for shift and scale, based on two order statistics ⋮ Estimation of the quantile function using Bernstein–Durrmeyer polynomials ⋮ A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence ⋮ On the error evaluation of the joint normal approximation for sample quantiles ⋮ A Berry-Esseen theorem for sample quantiles under weak dependence ⋮ Random Weighting Estimation for Quantile Processes and Negatively Associated Samples ⋮ Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains ⋮ Rate of convergence to the normal law of order statistics for nonidentically distributed random variables ⋮ Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series ⋮ On the approximation accuracy for quantiles in a random-size sample ⋮ Large deviations for sample quantities ⋮ Rate of convergence of the asymptotic normality of sample quantiles from a finite population
This page was built for publication: On the accuracy of the normal approximation for quantiles
