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ArticleOriginal scientific text

Title

Asymptotic distributions οf linear combinations of order statistics

Authors 1

Affiliations

  1. Institute of Mathematics, Technical University of Wrocław, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Abstract

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.

Keywords

ENG
Berry-Esseen type bounds, saddlepoint method, Edgeworth series, von Mises representation, statistical function, L-statistic

Bibliography

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Applicationes Mathematicae
1993-1995/22/2
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Pages:
201-225
Main language of publication
English
Received
1992-12-31
Published
1994
Exact and natural sciences