Abstract
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.
Acknowledgments
The authors are most grateful to the Editor and three anonymous reviewers for carefully reading the manuscript and for valuable suggestions which helped in improving an earlier version of this paper.
Disclosure statement
No potential conflict of interest was reported by the author(s).