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

Mathematics and Statistics

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 2009

ASJC Scopus Subject Areas

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Normal approximation
Quantile hedging
Stationary
Strong mixing

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10.1214/08-AAP533

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KW - Quantile hedging

KW - Stationary

KW - Strong mixing

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JO - Annals of Applied Probability

JF - Annals of Applied Probability

IS - 1

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A berry-esseen theorem for sample quantiles under weak dependence

ASJC Scopus Subject Areas

Keywords

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