On the rate of convergence of linear combinations of absolute order statistics to the normal law
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 207-215
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Let $\{X_j\}$ ($j=1,2,\dots,n$) be a sequence of symmetric independent identically distributed random variables and $\{X_{j,n}\}$ ($j=1,2,\dots,n$) be the corresponding absolute order statistics, i.e. $|X_{1,n}|\le|X_{2,n}|\le\dots\le|X_{n,n}|$. Some results are obtained for the rate of convergence of linear combinations of the random variables $X_{j,n}$ to the normal law.
@article{TVP_1975_20_1_a25,
author = {V. A. Egorov and V. B. Nevzorov},
title = {On the rate of convergence of linear combinations of absolute order statistics to the normal law},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {207--215},
year = {1975},
volume = {20},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/}
}
TY - JOUR AU - V. A. Egorov AU - V. B. Nevzorov TI - On the rate of convergence of linear combinations of absolute order statistics to the normal law JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1975 SP - 207 EP - 215 VL - 20 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/ LA - ru ID - TVP_1975_20_1_a25 ER -
%0 Journal Article %A V. A. Egorov %A V. B. Nevzorov %T On the rate of convergence of linear combinations of absolute order statistics to the normal law %J Teoriâ veroâtnostej i ee primeneniâ %D 1975 %P 207-215 %V 20 %N 1 %U http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/ %G ru %F TVP_1975_20_1_a25
V. A. Egorov; V. B. Nevzorov. On the rate of convergence of linear combinations of absolute order statistics to the normal law. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 207-215. http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a25/