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A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics |
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| Authors: | Manfred Denker Madan L Puri Uwe Rösler |
| Affiliation: | Universität Göttingen, Göttingen, West Germany;Indiana University USA;Universität Göttingen, Göttingen, West Germany |
| 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. |
| Keywords: | 62E20 60F05 linear rank statistics Berry-Esséen estimates Prohorov distance estimates |
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