Berry-Esseen bound of sample quantiles for negatively associated sequence

被引:7
作者
Yang, Wenzhi [1 ]
Hu, Shuhe [1 ]
Wang, Xuejun [1 ]
Zhang, Qinchi [2 ]
机构
[1] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China
[2] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China
关键词
Berry-Ess?e?en bound; sample quantile; negatively associated; BAHADUR REPRESENTATION; ESTIMATOR; THEOREM;
D O I
10.1186/1029-242X-2011-83
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we investigate the Berry-Esseen bound of the sample quantiles for the negatively associated random variables under some weak conditions. The rate of normal approximation is shown as O(n(-1/9)). (C)2010 Mathematics Subject Classification: 62F12; 62E20; 60F05.
引用
收藏
页数:14
相关论文
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