A Berry-Esseen theorem for sample quantiles under association
Statistics Theory
2020-06-18 v1 Statistics Theory
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 if the covariances decrease exponentially to . The best rate is shown as under a polynomial decay of the covariances.
Cite
@article{arxiv.2006.09770,
title = {A Berry-Esseen theorem for sample quantiles under association},
author = {L. Douge},
journal= {arXiv preprint arXiv:2006.09770},
year = {2020}
}