THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR
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Hall, Peter
Welsh, A. H.
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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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Australian Journal of Statistics
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