Quick Search:

uzh logo
Browse by:
bullet
bullet
bullet
bullet

Zurich Open Repository and Archive 

Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-22674

Bolthausen, E; Götze, F (1993). The rate of convergence for multivariate sampling statistics. Annals of Statistics, 21(4):1692-1710.

[img]
Preview
PDF
2241Kb

Abstract

A Berry-Esseen theorem for the rate of convergence of general nonlinear multivariate sampling statistics with normal limit distribution is derived via a multivariate extension of Stein's method. The result generalizes in particular previous results of Bolthausen for one-dimensional linear rank statistics, one-dimensional results of van Zwet and Friedrich for general functions of independent random elements and provides convergence bounds for general multivariate sampling statistics without restrictions on the sampling proportions.

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
DDC:510 Mathematics
Uncontrolled Keywords:Berry-Esseen theorem; multivariate central limit theorem; rank statistics; sampling statistics
Language:English
Date:1993
Deposited On:20 May 2010 17:37
Last Modified:27 Nov 2013 18:33
Publisher:Institute of Mathematical Statistics
ISSN:0090-5364
Publisher DOI:10.1214/aos/1176349393
Related URLs:http://www.zentralblatt-math.org/zmath/en/search/?q=an:0798.62023
Citations:Web of Science®. Times Cited: 24
Google Scholar™

Users (please log in): suggest update or correction for this item

Repository Staff Only: item control page