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THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR
Author(s) -
Hall Peter,
Welsh A.H.
Publication year - 1990
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1990.tb01008.x
Subject(s) - wilcoxon signed rank test , estimator , mathematics , statistics , rate of convergence , convergence (economics) , econometrics , economics , computer science , mann–whitney u test , computer network , channel (broadcasting) , economic growth
Summary 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.