A Berry-Esséen-type theorem of quantile density estimators

Cheng Cheng

Statistics & Probability Letters, 1998, vol. 39, issue 3, 255-262

Abstract: A Berry-Esséen-type theorem showing the near-optimal quality of the normal distribution approximation to the distribution of smooth quantile density estimators is established in this paper. Under more restrictive conditions on the smoothing kernel, an n-1/2-error bound Berry-Esséen result is established as well.

Keywords: Quantile; density; Berry-Esséen; Strong; approximation; Smoothing; Kernel (search for similar items in EconPapers)
Date: 1998
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