  In this note, we derive a Gaussian Central Limit Theorem for the sample
quantiles based on identically distributed but possibly dependent random
variables with explicit convergence rate. Our approach is based on converting
the problem to a sum of indicator random variables, applying Stein's method for
local dependence, and bounding the distance between two normal distributions.
We also generalize this approach to the joint convergence of sample quantiles
with an explicit convergence rate.
