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.
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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.
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|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Uncontrolled Keywords:||Berry-Esseen theorem; multivariate central limit theorem; rank statistics; sampling statistics|
|Deposited On:||20 May 2010 15:37|
|Last Modified:||27 Nov 2013 17:33|
|Publisher:||Institute of Mathematical Statistics|
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