Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4617601 | Journal of Mathematical Analysis and Applications | 2012 | 12 Pages |
Abstract
In this paper, the Berry–Esséen bound of sample quantiles for φ-mixing random variables is investigated under some weak conditions, for example, the condition of mixing coefficients only needs that φ(n)=O(n−β) for some β⩾13/6. The rate of normal approximation is shown as O(n−1/9).
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