Abstract
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 , , and approximately . 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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
