Abstract
This paper proposes a normalizing transformation which removes bias, skewness and kurtosis, simultaneously. Its convergence rate to the standard normal distribution is o(n-1). The transformation is polynomial and monotone. We consider a class of asymptotic U-statistics, which includes most of interesting statistics.
Original language | English |
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Pages (from-to) | 47-74 |
Number of pages | 28 |
Journal | Journal of Statistical Planning and Inference |
Volume | 83 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 1 2000 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics