A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics

Manfred Denker; Madan L. Puri; Uwe Rösler

A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics

Manfred Denker, Madan L. Puri, Uwe Rösler

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

A new approach to the asymptotic normality of the multivariate linear rank statistics is provided along with the Berry-Esséen and the Prohorov distance estimates for the remainder term in the convergence to normality.

Original language	English (US)
Title of host publication	Probability Theory and Extreme Value Theory
Publisher	De Gruyter Mouton
Pages	120-139
Number of pages	20
Volume	2
ISBN (Electronic)	9783110917826
ISBN (Print)	9789067643856
State	Published - Jul 11 2011

All Science Journal Classification (ASJC) codes

General Mathematics

Cite this

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abstract = "A new approach to the asymptotic normality of the multivariate linear rank statistics is provided along with the Berry-Ess{\'e}en and the Prohorov distance estimates for the remainder term in the convergence to normality.",

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N2 - A new approach to the asymptotic normality of the multivariate linear rank statistics is provided along with the Berry-Esséen and the Prohorov distance estimates for the remainder term in the convergence to normality.

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BT - Probability Theory and Extreme Value Theory

PB - De Gruyter Mouton

ER -

A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics

Abstract

All Science Journal Classification (ASJC) codes

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