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

Author

Listed:
  • Denker, Manfred
  • Puri, Madan L.
  • Rösler, Uwe

Abstract

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.

Suggested Citation

  • Denker, Manfred & Puri, Madan L. & Rösler, Uwe, 1985. "A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics," Journal of Multivariate Analysis, Elsevier, vol. 17(2), pages 148-167, October.
    • Handle: RePEc:eee:jmvana:v:17:y:1985:i:2:p:148-167
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