Asymptotic distributions οf linear combinations of order statistics
Applicationes Mathematicae, Tome 22 (1993) no. 2, pp. 201-225

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We study the asymptotic distributions of linear combinations of order statistics (L-statistics) which can be expressed as differentiable statistical functionals and we obtain Berry-Esseen type bounds and the Edgeworth series for the distribution functions of L-statistics. We also analyze certain saddlepoint approximations for the distribution functions of L-statistics.
DOI : 10.4064/am-22-2-201-225
Keywords: Berry-Esseen type bounds, saddlepoint method, Edgeworth series, von Mises representation, statistical function, L-statistic
Małgorzata Bogdan. Asymptotic distributions οf linear combinations of order statistics. Applicationes Mathematicae, Tome 22 (1993) no. 2, pp. 201-225. doi: 10.4064/am-22-2-201-225
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