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Some improved results on Berry–Esséen bounds for strong mixing random variables and applications
期刊文章

Some improved results on Berry–Esséen bounds for strong mixing random variables and applications

Yi Wu, Tien-Chung Hu, Andrei VolodinXuejun Wang
Statistics, 卷.57(3), 頁碼.740-760
2023

摘要

Berry–Esséen bound central limit theorem sample quantiles α-mixing random variables Statistics and Probability Statistics Probability and Uncertainty
In this paper, we mainly establish a general form of Berry–Esséen bound for α-mixing random variables. With different choices of the parameters, the rates are shown as (Formula presented.), (Formula presented.), and approximately (Formula presented.). These results improved some corresponding ones in the literature. An application to the Berry–Esséen bound of sample quantiles is further provided. Moreover, some simulations are also carried out to support the theoretical results.

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