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The Berry-Esséen bound of sample quantiles for NA sequence. (English) Zbl 1373.62209

Summary: By using the exponential inequality, we investigate the Berry-Esséen bound of sample quantiles for negatively associated (NA) random variables and obtain the rate \(O(n ^{-1/6} \log n)\). Our result extends the corresponding one obtaining \(O(n ^{-1/9})\).

MSC:

62G20 Asymptotic properties of nonparametric inference
60F05 Central limit and other weak theorems
62E20 Asymptotic distribution theory in statistics
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