中国科学技术大学学报 ›› 2019, Vol. 49 ›› Issue (8): 606-613.DOI: 10.3969/j.issn.0253-2778.2019.08.002
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胡学平
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摘要: 主要利用PA随机序列的有关不等式,在合适条件下探讨了PA样本分位数估计的Berry-Esséen 型界,获得了其一致渐近正态性的收敛速度且在三阶矩有限时,其收敛速度近似为O(n-1/6).
关键词: Berry-Esséen界, 样本分位数, PA随机序列
Abstract: By utilizing some inequalities for positively associated (PA) random variables, a Berry-Esséen type bound of sample quantiles for PA samples under mild conditions was studied. The rate of uniform asymptotic normality was presented and the rate of convergence is near O(n-1/6) when the third moment is finite.
Key words: Berry-Esséen bound, sample quantiles, PA random variables
胡学平,张 彤,郭志东,张 恒. PA序列样本分位数估计的Berry-Esséen 型界[J]. 中国科学技术大学学报, 2019, 49(8): 606-613.
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链接本文: http://just-cn.ustc.edu.cn/CN/10.3969/j.issn.0253-2778.2019.08.002
http://just-cn.ustc.edu.cn/CN/Y2019/V49/I8/606