Berry–Esseen Bound for a Class of NormalizedL-Statistics
Jiang Hui · Communication in Statistics- Theory and Methods · 2010
We study a class of normalized L-statistics based on linear combinations of order statistics divided by its sample mean. Under suitable selection of the its coefficients, we prove that the class of normalized L-statistics converge to the normal distribution with an error rate . Moreover, we also apply our result to Jackson, Gini, and Fortiana–Grané statistics and obtain their Berry–Esseen bound.