A Berry–Esseen theorem for sample quantiles under martingale difference sequences

DOI10.1080/02331888.2023.2225668MaRDI QIDQ6132707zbMATH OpenWikidataFDO

Authors Chao Lu, Xuejun Wang

Publication date 17 August 2023

Published in Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityBerry-Esseen-type boundmartingale difference sequencessample quantileShapiro-Wilk test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized stochastic processes (60G20)

Cites work

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Cited in

(3)

• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• A Berry-Esseen theorem for sample quantiles under association
• The Berry-Esséen bound of sample quantiles for NA sequence

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