论文标题

浆果 - 埃森定理,用于关联的样品分位数

A Berry-Esseen theorem for sample quantiles under association

论文作者

Douge, L.

论文摘要

在本文中,在某些条件下研究了协方差的衰减,研究了相关随机变量的样品分位数的均匀渐近正态性。如果协方差呈指数下降至$ 0 $,我们将获得订单$ o(n^{ - 1/2} \ log^2 n)$的正常近似值的速率。最佳费率显示为$ O(N^{ - 1/3})$,在协方差的多项式衰减下。

In this paper, the uniformly asymptotic normality for sample quantiles of associated random variables is investigated under some conditions on the decay of the covariances. We obtain the rate of normal approximation of order $O(n^{-1/2}\log^2 n)$ if the covariances decrease exponentially to $0$. The best rate is shown as $O(n^{-1/3})$ under a polynomial decay of the covariances.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源