Berry-Esseen bounds of order $O(N^{-1/2})$ are established for simple linear rank statistics under the null-hypothesis. The theorems are proved for a wide class of scores generating functions which include the normal quantile function. This improves earlier results under the null-hypothesis in von Bahr (1976), Huskova (1977, 1979) and Ho and Chen (1978).
Publié le : 1982-11-14
Classification:
Simple linear rank statistics,
Berry-Esseen theorems,
60F05,
62E20,
62G10
@article{1176993719,
author = {Does, Ronald J. M. M.},
title = {Berry-Esseen Theorems for Simple Linear Rank Statistics Under the Null- Hypothesis},
journal = {Ann. Probab.},
volume = {10},
number = {4},
year = {1982},
pages = { 982-991},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993719}
}
Does, Ronald J. M. M. Berry-Esseen Theorems for Simple Linear Rank Statistics Under the Null- Hypothesis. Ann. Probab., Tome 10 (1982) no. 4, pp. 982-991. http://gdmltest.u-ga.fr/item/1176993719/