THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR

Peter Hall; A. H. Welsh

doi:10.1111/j.1467-842X.1990.tb01008.x

THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR

Peter Hall^*, A. H. Welsh

^*Corresponding author for this work

Research School of Finance, Actuarial Studies & Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

We exploit the fact that the Wilcoxon score R‐estimator of the slope in a linear regression model minimises Gini's mean difference of the residuals to obtain a Berry‐Esseen rate of convergence result for the Wilcoxon R‐estimator.

Original language	English
Pages (from-to)	139-150
Number of pages	12
Journal	Australian Journal of Statistics
Volume	32
Issue number	2
DOIs	https://doi.org/10.1111/j.1467-842X.1990.tb01008.x
Publication status	Published - Jun 1990

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title = "THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR",

abstract = "We exploit the fact that the Wilcoxon score R‐estimator of the slope in a linear regression model minimises Gini's mean difference of the residuals to obtain a Berry‐Esseen rate of convergence result for the Wilcoxon R‐estimator.",

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year = "1990",

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THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR

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