On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate

Kuang‐Fu ‐F Cheng

doi:10.2307/3314903

On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate

Kuang‐Fu ‐F Cheng

研究成果: 雜誌貢獻 › 文章 › 同行評審

1 引文斯高帕斯（Scopus）

摘要

Consider a linear function of order statistics (“L‐estimate”) which can be expressed as a statistical function T(F_n) based on the sample cumulative distribution function F_n. Let T*(F_n) be the corresponding jackknifed version of T(F_n), and let V² _n be the jackknife estimate of the asymptotic variance of n ^1/2T(F_n) or n ^1/2T*(F_n). In this paper, we provide a Berry‐Esséen rate of the normal approximation for a Studentized jackknife L‐estimate n^1/2[T*(F_n) ‐ T(F)]/V_n, where T(F) is the basic functional associated with the L‐estimate.

原文	英語
頁（從 - 到）	113-119
頁數	7
期刊	Canadian Journal of Statistics
卷	10
發行號	2
DOIs	https://doi.org/10.2307/3314903
出版狀態	已發佈 - 1982
對外發佈	是

ASJC Scopus subject areas

統計與概率
統計、概率和不確定性

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10.2307/3314903

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AB - Consider a linear function of order statistics (“L‐estimate”) which can be expressed as a statistical function T(Fn) based on the sample cumulative distribution function Fn. Let T*(Fn) be the corresponding jackknifed version of T(Fn), and let V2 n be the jackknife estimate of the asymptotic variance of n 1/2T(Fn) or n 1/2T*(Fn). In this paper, we provide a Berry‐Esséen rate of the normal approximation for a Studentized jackknife L‐estimate n1/2[T*(Fn) ‐ T(F)]/Vn, where T(F) is the basic functional associated with the L‐estimate.

KW - Berry‐Esséen rate

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KW - L‐estimate

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On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate

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