This paper gives rates of convergence for the $L_1$ distances between the distributions of standardized linear rank statistics and the standard normal random variable. These rates are $O(N^{-\frac{1}{2}})$ under various conditions on the score function and the distributions of the underlying observations.
Publié le : 1976-07-14
Classification:
Linear rank statistics,
$L_1$ rates for asymptotic normality,
60F05,
62G99
@article{1176343549,
author = {Erickson, R. V. and Koul, H. L.},
title = {$L\_1$ Rates of Convergence for Linear Rank Statistics},
journal = {Ann. Statist.},
volume = {4},
number = {1},
year = {1976},
pages = { 771-774},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343549}
}
Erickson, R. V.; Koul, H. L. $L_1$ Rates of Convergence for Linear Rank Statistics. Ann. Statist., Tome 4 (1976) no. 1, pp. 771-774. http://gdmltest.u-ga.fr/item/1176343549/