Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles

✍ Scribed by Gang Chen

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 707 KB
• Volume: 60
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(96)00140-1

✦ Synopsis

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 unconditional distributions.