Some improved results on Berry-Esseen bounds for strong mixing random variables and applications

被引：1
作者：
Wu, Yi [1 ]
Hu, Tien-Chung [2 ]
Volodin, Andrei [3 ,4 ,5 ]
Wang, Xuejun [6 ]
机构：
[1] Chizhou Univ, Sch Big Data & Artificial Intelligence, Chizhou, Peoples R China
[2] Natl Tsing Hua Univ, Dept Math, Hsinchu, Taiwan
[3] Xiamen Univ Technol, Sino Canada Res Ctr Nonlinear Dynam & Noise Contro, Xiamen, Fujian, Peoples R China
[4] Univ Regina, Xiamen Univ Technol, Xiamen, Fujian, Peoples R China
[5] Univ Regina, Dept Mathematicsand Stat, Regina, SK, Canada
[6] Anhui Univ, Sch Big Data & Stat, Hefei 230601, Peoples R China
来源：
STATISTICS | 2023年 / 57卷 / 03期
关键词：
Berry-Esseen bound; alpha-mixing random variables; sample quantiles; central limit theorem; SAMPLE QUANTILES; BAHADUR REPRESENTATION; SEQUENCES; THEOREM;
D O I：
10.1080/02331888.2023.2213460
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we mainly establish a general form of Berry-Esseen bound for a-mixing random variables. With different choices of the parameters, the rates are shown as O(n(-3/26)), O(n(-1/6)), and approximately O(n(-1/4)). These results improved some corresponding ones in the literature. An application to the Berry-Esseen bound of sample quantiles is further provided. Moreover, some simulations are also carried out to support the theoretical results.
引用
收藏
页码：740 / 760
页数：21
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