Let Fn(x) be the empirical distribution function based on n independent random variables X1,...,Xn from a common distribution function F(x), and let be the sample mean. We derive the rate of convergence of to normality (for the regular as well as nonregular cases), a law of iterated logarithm,...

We consider estimation of a location vector in the presence of known or unknown scale parameter in three dimensions. The technique of proof is Stein's integration by parts and it is used to cover several cases (e.g., non-unimodal distributions) for which previous results were known only in the...