A Berry-Esseen bound of order $n^{-1/2}$ is established for linear combinations of order statistics with smooth weight functions. The underlying distribution function must possess a finite absolute third moment. This improves an earlier result of the author.
Publié le : 1981-04-14
Classification:
Linear combinations of order statistics,
Berry-Esseen bounds,
62G30,
62E20
@article{1176994478,
author = {Helmers, R.},
title = {A Berry-Esseen Theorem for Linear Combinations of Order Statistics},
journal = {Ann. Probab.},
volume = {9},
number = {6},
year = {1981},
pages = { 342-347},
language = {en},
url = {http://dml.mathdoc.fr/item/1176994478}
}
Helmers, R. A Berry-Esseen Theorem for Linear Combinations of Order Statistics. Ann. Probab., Tome 9 (1981) no. 6, pp. 342-347. http://gdmltest.u-ga.fr/item/1176994478/