The Order of Normal Approximation for Signed Linear Rank Statistics

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Date

1987

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Journal ISSN

Volume Title

Publisher

Theory of Probability & Its Applications

Permanent Link

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 $O(N^{-1/2+\delta})$ for any $\delta > 0$.

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Publisher's, offprint version

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Citation

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.

Journal

DOI

https://doi.org/10.1137/1131020

Link(s) to data and video for this item

https://epubs.siam.org/doi/10.1137/1131020

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Article

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Madan Lal Puri Collection