ASYMPTOTIC EXPANSIONS FOR BIVARIATE VON MISES FUNCTIONALS

被引：91

作者：

GOTZE, F

机构：

[1] Mathematisches Institut der Universität Köln, Köln 41, D-5000

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1979年 / 50卷 / 03期

关键词：

D O I：

10.1007/BF00534154

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Berry-Essen result and asymptotic expansions are derived for the distribution of bivariate von Mises functionals under moment and smoothness conditions. The results apply to the Cramér-von Mises ω2 - statistic as well as to the Central Limit Theorem in Hilbert space, yielding a convergence rate O(n-1+e{open}) for every e{open}>0 on centered ellipsoids. © 1979 Springer-Verlag.

引用

页码：333 / 355

页数：23

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