A berry-esseen theorem for sample quantiles under weak dependence

S. N. Lahiri; S. Sun

doi:10.1214/08-AAP533

A berry-esseen theorem for sample quantiles under weak dependence

S. N. Lahiri, S. Sun

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	108-126
Number of pages	19
Journal	Annals of Applied Probability
Volume	19
Issue number	1
DOIs	https://doi.org/10.1214/08-AAP533
State	Published - Feb 1 2009

ASJC Scopus Subject Areas

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Normal approximation
Quantile hedging
Stationary
Strong mixing
ASYMPTOTIC EXPANSIONS
RANDOM VECTORS
SUMS

Disciplines

Applied Mathematics
Applied Statistics
Mathematics
Physical Sciences and Mathematics
Statistics and Probability

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10.1214/08-AAP533

A Berry-Esseen Theorem for Sample Quantiles Under Weak DependenceFinal published version, 242 KBLicense: Unspecified

Cite this

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KW - Strong mixing

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A berry-esseen theorem for sample quantiles under weak dependence

ASJC Scopus Subject Areas

Keywords

Disciplines

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