A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence

Wenzhi Yang, Xuejun Wang and Shuhe Hu

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 19, 4187-4194

Abstract: By using martingale method and properties of ϕ-mixing random variables, we go on studying the Berry-Esséen bound of sample quantiles for ϕ-mixing sequence and improve the rate O(n− 1/9) to O(n− 1/6 · log n · log log n), where the mixing coefficients relax to ∑n=1∞ϕ1/2(n)

Date: 2014
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DOI: 10.1080/03610926.2012.719990

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