The Order of Normal Approximation for Signed Linear Rank Statistics

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1987

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Theory of Probability & Its Applications

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https://hdl.handle.net/2022/22094

Abstract

The rate of convergence of the cdf (cumulative distribution function) of the signed linear rank statistics to the normal one is investigated. Under suitable assumptions, it is shown that the convergence rate is of order O(N−1/2+δ) for any δ>0.

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Puri, M. L. "The order of normal approximation for signed linear rank statistics." Translated by SIAM, Theory of Probability and Its Applications (1987), Volume 31 Issue 1, 145–153. Co-author: Tiee-Jian Wu.

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https://doi.org/10.1137/1131020

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Madan Lal Puri Collection