Berry-Esseen-Type Bounds for Signed Linear Rank Statistics with a Broad Range of Scores

Munsup Seoh

doi:10.1214/aos/1176347763

Berry-Esseen-Type Bounds for Signed Linear Rank Statistics with a Broad Range of Scores

Munsup Seoh

Wright State University

Research output: Contribution to journal › Article › peer-review

Abstract

The Berry-Esseen-type bounds of order N ^−1/2 for the rate of convergence to normality are derived for the signed linear rank statistics under the hypothesis of symmetry. The results are obtained with a broad range of regression constants and scores (allowed to be generated by discontinuous score generating functions, but not necessarily) restricted by only mild conditions, while almost all previous results are obtained with continuously differentiable score generating functions. Furthermore, the proof is very short and elementary, based on the conditioning argument.

Original language	American English
Journal	Annals of Statistics
Volume	18
DOIs	https://doi.org/10.1214/aos/1176347763
State	Published - Sep 1 1990

Disciplines

Applied Mathematics
Applied Statistics
Mathematics
Physical Sciences and Mathematics
Statistics and Probability

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AB - The Berry-Esseen-type bounds of order N −1/2 for the rate of convergence to normality are derived for the signed linear rank statistics under the hypothesis of symmetry. The results are obtained with a broad range of regression constants and scores (allowed to be generated by discontinuous score generating functions, but not necessarily) restricted by only mild conditions, while almost all previous results are obtained with continuously differentiable score generating functions. Furthermore, the proof is very short and elementary, based on the conditioning argument.

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JO - Annals of Statistics

JF - Annals of Statistics

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Berry-Esseen-Type Bounds for Signed Linear Rank Statistics with a Broad Range of Scores

Abstract

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