The Berry–Esséen type bound of sample quantiles for strong mixing sequence

Martingale Limit Theory and its Application.

R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text

Engineering, Economics, Mathematics +12

Approximation Theorems of Mathematical Statistics.

R. J. Serfling · Biometrics · 1981 · 1.1K citations

Natural Sciences, Mathematics, Probability Theory +13

A Note on Quantiles in Large Samples

R. R. Bahadur · The Annals of Mathematical Statistics · 1966 · 739 citations · Full text

Natural Sciences, Mathematics, Probability Theory +11

Limit Theorems of Probability Theory: Sequences of Independent Random Variables.

Vygantas Paulauskas, V. V. Petrov · Journal of the American Statistical Association · 1996 · 649 citations

Natural Sciences, Mathematics, Probability Theory +8

On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables

Theory of Probability and Its Applications · 1981 · 180 citations

Natural Sciences, Mathematics, Markov Decision Processes +16