A Berry-Esseen theorem for sample quantiles under association

Lahcen Douge

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 18, 6515-6528

Abstract: In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order O(n−1/2 log 2n) if the covariances decrease exponentially to 0. The best rate is shown as O(n−1/3) under a polynomial decay of the covariances.

Date: 2022
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DOI: 10.1080/03610926.2020.1862871

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