ON THE BERRY-ESSEEN BOUND FOR L-STATISTICS IN THE NON-ID CASE WITH APPLICATIONS TO THE ESTIMATION OF LOCATION PARAMETERS

Authors
XIANG XJ
Citation
Xj. Xiang, ON THE BERRY-ESSEEN BOUND FOR L-STATISTICS IN THE NON-ID CASE WITH APPLICATIONS TO THE ESTIMATION OF LOCATION PARAMETERS, Annals of statistics, 22(2), 1994, pp. 968-979
Citations number
26
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
22
Issue
2
Year of publication
1994
Pages
968 - 979
Database
ISI
SICI code
0090-5364(1994)22:2<968:OTBBFL>2.0.ZU;2-M
Abstract
In this paper, two versions of the Berry-Esseen theorems are establish ed for L-statistics in the non-identically distributed case. One theor em, which requires E\X(i)\(3) < infinity, is an extension of the class ical Berry-Esseen theorem. Another, proved under the condition E\X(i)\ (alpha) < infinity for some alpha is an element of (0, 1], seems to be of more interest for statistical inference. Some applications are als o discussed.