An optimal bound on the quantiles of a certain kind of distributions
Iosif Pinelis
TL;DR
This paper establishes an optimal bound on the quantiles of specific distributions, which enhances the accuracy of Berry--Esseen-type bounds in nonlinear statistical analysis.
Contribution
It provides a novel, optimal quantile bound for certain distributions, improving existing methods in nonlinear statistics.
Findings
Derived an optimal quantile bound for specific distributions
Applied the bound to improve Berry--Esseen-type inequalities
Enhances accuracy in nonlinear statistical applications
Abstract
An optimal bound on the quantiles of a certain kind of distributions is given. Such a bound is used in applications to Berry--Esseen-type bounds for nonlinear statistics.
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Taxonomy
TopicsStatistical Methods and Inference · Statistical Distribution Estimation and Applications · Bayesian Methods and Mixture Models