Asymptotic distributions οf linear combinations of order statistics
Tom 22 / 1994
Applicationes Mathematicae 22 (1994), 201-225
DOI: 10.4064/am-22-2-201-225
Streszczenie
We study the asymptotic distributions of linear combinations of order statistics (L-statistics) which can be expressed as differentiable statistical functionals and we obtain Berry-Esseen type bounds and the Edgeworth series for the distribution functions of L-statistics. We also analyze certain saddlepoint approximations for the distribution functions of L-statistics.
