Rate of convergence of the joint distribution of order statistics to the normal law

DOI10.1007/BF01682802zbMath0517.62028OpenAlexW1972601662WikidataQ114852643 ScholiaQ114852643MaRDI QIDQ1053382

V. A. Egorov, Valeriĭ Borisovich Nevzorov

Publication date: 1983

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01682802

zbMATH Keywords

rate of convergencenormal approximationmultidimensional central limit theoremjoint distribution of order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Rate of convergence to the normal law of order statistics for nonidentically distributed random variables

Cites Work

• On the error evaluation of the joint normal approximation for sample quantiles

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