Cheng, Cheng - In: Statistics & Probability Letters 39 (1998) 3, pp. 255-262
A Berry-Esséen-type theorem showing the near-optimal quality of the normal distribution approximation to the distribution of smooth quantile density estimators is established in this paper. Under more restrictive conditions on the smoothing kernel, an n-1/2-error bound Berry-Esséen result is...