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

1 引文 (Scopus)

摘要

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.

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
出版狀態已發佈 - 1982
對外發佈Yes

指紋

Jackknife
Normal Approximation
Cumulative distribution function
Asymptotic Variance
Order Statistics
Theorem
Linear Function
Estimate
Asymptotic variance
Order statistics
Approximation
Distribution function

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

引用此文

On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate. / Cheng, Kuang‐Fu ‐F.

於: Canadian Journal of Statistics, 卷 10, 編號 2, 1982, p. 113-119.

研究成果: 雜誌貢獻 › 文章

Cheng, KFF 1982, 'On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate', Canadian Journal of Statistics, 卷 10, 編號 2, 頁 113-119. https://doi.org/10.2307/3314903
Cheng KFF. On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate. Canadian Journal of Statistics. 1982;10(2):113-119. https://doi.org/10.2307/3314903
Cheng, Kuang‐Fu ‐F. / On a Berry‐Esséen theorem for a Studentized jackknife L‐estimate. 於: Canadian Journal of Statistics. 1982 ; 卷 10, 編號 2. 頁 113-119.
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