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

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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Year of publication:	1985
Authors:	Denker, Manfred ; Puri, Madan L. ; Rösler, Uwe
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 17.1985, 2, p. 148-167
Publisher:	Elsevier
Keywords:	linear rank statistics Berry-Esseen estimates Prohorov distance estimates

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199462