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A Berry-Esseen-type theorem of quantile density estimators

โœ Scribed by Cheng Cheng

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
408 KB
Volume
39
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

A Berry-Esseen-type theorem showing the near-optimal quality of the normal distribution approximation to the distribution of smooth quantile density estimators is established in this paper. Under more restrictive conditions on the smoothing kernel, an n I 2-error bound Berry-Esseen result is established as well.

๐Ÿ“œ SIMILAR VOLUMES

Berry-Esseen-type bounds for the kernel
Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles
โœ Gang Chen ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 707 KB

Berry-Esseen bounds of order O(n t/2) have been obtained for several classes of statistics. In this paper, the rates of convergence in central limit theorem for conditional empirical functions and conditional sample quantiles based on kernel estimators are studied for both conditional and unconditio