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A Berry-Esséen theorem for serial rank statistics - MaRDI portal

A Berry-Esséen theorem for serial rank statistics

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Publication:1384417

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DOI10.1023/A:1003286814679zbMath0899.62110MaRDI QIDQ1384417

Marc Hallin, Khalid Rifi

Publication date: 17 November 1998

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

order statistics serial rank statistics Berry-Esseen bounds time-series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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Berry-Esseen and central limit theorems for serial rank statistics via graphs

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