A Note on the Berry-Esseen Bound of Sample Quantiles for phi-mixing Sequence

作者:Yang Wenzhi; Wang Xuejun; Hu Shuhe*
来源:Communications in Statistics - Theory and Methods, 2014, 43(19): 4187-4194.
DOI:10.1080/03610926.2012.719990

摘要

By using martingale method and properties of phi-mixing random variables, we go on studying the Berry-Esseen bound of sample quantiles for phi-mixing sequence and improve the rate O(n(-1/9)) to O(n(-1/6) . log n . log log n), where the mixing coefficients relax to Sigma(infinity)(n-1) phi(1/2)(n) < infinity. It improves the corresponding result.