Berry-Esseen Theorem for Sample Quantiles with Locally Dependent Data
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2022
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| _version_ | 1866912257209794560 |
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| author | Dey, Partha S. Terlov, Grigory |
| author_facet | Dey, Partha S. Terlov, Grigory |
| contents | We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying Stein's method for local dependence, and bounding the distance between two normal distributions. We also generalize this approach to the joint convergence of sample quantiles with an explicit convergence rate. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2208_09072 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Berry-Esseen Theorem for Sample Quantiles with Locally Dependent Data Dey, Partha S. Terlov, Grigory Probability Statistics Theory Primary: 60F05 We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying Stein's method for local dependence, and bounding the distance between two normal distributions. We also generalize this approach to the joint convergence of sample quantiles with an explicit convergence rate. |
| title | Berry-Esseen Theorem for Sample Quantiles with Locally Dependent Data |
| topic | Probability Statistics Theory Primary: 60F05 |
| url | https://arxiv.org/abs/2208.09072 |