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Berry-Esseen-type bounds for the kernel estimator of conditional distribution and conditional quantiles |
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| Authors: | Gang Chen |
| Institution: | Department of Biostatistics, St. Jude Children's Research Hospital, 332 N. Lauderdale, P.O. Box 318, Memphis, TN 38101-0318, USA |
| Abstract: | Berry-Esseen bounds of order O(n−1/2) 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. |
| Keywords: | 62J02 62G05 62G30 60F05 Author Keywords: Berry-Esseen bound Kernel estimator Conditional empirical process Conditional quantiles Taylor expansion Martingale difference |
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