THE RATE OF CONVERGENCE FOR MULTIVARIATE SAMPLING STATISTICS
成果类型：
Article
署名作者：
BOLTHAUSEN, E; GOTZE, F
署名单位：
University of Bielefeld
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176349393
发表日期：
1993
页码：
1692-1710
关键词：
摘要：
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.