论文标题

带有局部依赖数据的样品分位数的Berry-Esseen定理

Berry-Esseen Theorem for Sample Quantiles with Locally Dependent Data

论文作者

Dey, Partha S., Terlov, Grigory

论文摘要

我们根据局部依赖的随机变量(具有明确的收敛速率)得出样品分位数的高斯中心极限定理。我们的方法是基于将问题转换为指标随机变量的总和,将Stein的方法应用于局部依赖性,并界定两个正常分布之间的距离。我们还将这种方法推广到样品分位数的联合收敛,并具有明确的收敛速率。

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.

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