The Berry-Esséen type bound of sample quantiles for strong mixing sequence

DOI10.1016/J.JSPI.2011.09.004zbMATH Open1227.62008OpenAlexW1980487566MaRDI QIDQ651068FDOQ651068

Authors: Wenzhi Yang, Shuhe Hu, Nengxiang Ling, Xuejun Wang 

Publication date: 8 December 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.09.004

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• A Berry–Esseen theorem for sample quantiles under martingale difference sequences
• Berry-Esséen bound of sample quantiles for negatively associated sequence
• Berry-Esseen bounds for statistics of weakly dependent samples

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites Work

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• A Note on Quantiles in Large Samples
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• Nonparametric curve estimation from time series
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• Smooth estimate of quantiles under association
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• A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
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• The Bahadur representation for sample quantiles under negatively associated sequence
• Uniform asymptotic normality of the regression weighted estimator for strong mixing samples
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• On the accuracy of the normal approximation for quantiles
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• Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions
• Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data

Cited In (21)

• Uniformly asymptotic normality of sample quantiles estimator for linearly negative quadrant dependent samples
• A note on the Berry-Esseen bound of sample quantiles for \(\varphi\)-mixing sequence
• Berry-Esséen type bound of sample quantiles for positively associated sequence
• A Berry-Esseen theorem for sample quantiles under weak dependence
• A Berry-Esseen theorem for sample quantiles under association
• The Bahadur representation of sample quantiles for weakly dependent sequences
• Berry-Esséen bound of sample quantiles for \(\varphi \)-mixing random variables
• Berry–Esséen theorem for sample quantiles of asymptotically uncorrelated non reversible Markov chains
• A note on the Berry-Esseen bounds for \(\rho \)-mixing random variables and their applications
• Optimal rate of convergence for empirical quantiles and distribution functions for time series
• MODERATE DEVIATION PRINCIPLE OF SAMPLE QUANTILES AND ORDER STATISTICS
• Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors
• The Bahadur representation for sample quantiles under dependent sequence
• A Berry–Esseen theorem for sample quantiles under martingale difference sequences
• Normal approximations for wavelet coefficients on spherical Poisson fields
• Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
• Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
• The Bahadur representation for empirical and smooth quantile estimators under association
• The Berry-Esséen bound of sample quantiles for NA sequence
• On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
• Berry-Esséen bound of sample quantiles for negatively associated sequence

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