A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence
Wenzhi Yang, Xuejun Wang, Shuhe Hu · Communication in Statistics- Theory and Methods · 2014
By using martingale method and properties of ϕ-mixing random variables, we go on studying the Berry-Esséen bound of sample quantiles for ϕ-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 . It improves the corresponding result.