强混合随机变量的berry - essimen界的改进结果及其应用

IF 1.2 4区数学 Q2 STATISTICS & PROBABILITY Statistics Pub Date : 2023-05-04 DOI:10.1080/02331888.2023.2213460

Yi Wu, T. Hu, Andrei Volodin, Xuejun Wang

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引用次数: 1

摘要

本文主要建立了α-混合随机变量的berry - ess界的一般形式。在参数选择不同的情况下，速率近似为、、和。这些结果改进了文献中一些相应的结果。进一步给出了样本分位数的berry - ess界的应用。此外，还进行了一些仿真来支持理论结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Some improved results on Berry–Esséen bounds for strong mixing random variables and applications

In this paper, we mainly establish a general form of Berry–Esséen bound for α-mixing random variables. With different choices of the parameters, the rates are shown as , , and approximately . These results improved some corresponding ones in the literature. An application to the Berry–Esséen bound of sample quantiles is further provided. Moreover, some simulations are also carried out to support the theoretical results.

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来源期刊

Statistics 数学-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

12 months

期刊介绍： Statistics publishes papers developing and analysing new methods for any active field of statistics, motivated by real-life problems. Papers submitted for consideration should provide interesting and novel contributions to statistical theory and its applications with rigorous mathematical results and proofs. Moreover, numerical simulations and application to real data sets can improve the quality of papers, and should be included where appropriate. Statistics does not publish papers which represent mere application of existing procedures to case studies, and papers are required to contain methodological or theoretical innovation. Topics of interest include, for example, nonparametric statistics, time series, analysis of topological or functional data. Furthermore the journal also welcomes submissions in the field of theoretical econometrics and its links to mathematical statistics.