Asymptotic distributions οf linear combinations of order statistics

Volume 22 / 1994

Małgorzata Bogdan Applicationes Mathematicae 22 (1994), 201-225 DOI: 10.4064/am-22-2-201-225

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.

Authors

  • Małgorzata Bogdan

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