THE BERRY-ESSEEN BOUND FOR rho-MIXING RANDOM VARIABLES AND ITS APPLICATIONS IN NONPARAMETRIC REGRESSION MODEL

Wang, XJ; Hu, SH

Wang, XJ (reprint author), Anhui Univ, Sch Math Sci, Hefei 230601, Anhui, Peoples R China.

THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019; 63 (3): 479

Abstract

In this paper, the Berry-Esseen bound for rho-mixing random variables with the rate of normal approximation O(n(-1/6) logn) is established under some ......

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