On the Rate of Convergence of Linear Combinations of Absolute Order Statistics to the Normal Law

DOI10.1137/1120026MaRDI QIDQ3878554zbMATH OpenOpenAlexFDO

Authors V. A. Egorov, V. B. Nevzorov

Publication date 1975

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1120026

zbMATH Keywords

rate of convergencenormal lawlinear combinations of absolute order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cited in

(5)

• The central limit theorem under the absence of extremal absolute order statistics
• Strong law of large number for the middle part of a sample
• Rate of convergence to the normal law of sums of induced order statistics
• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
• An analysis of precision in estimation with the stochastic EM algorithm

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