Date of Award
2012
Document Type
Dissertation
Degree Name
Doctor of Philosophy in Mathematical Sciences (PhD)
College, School or Department Name
Department of Mathematical Sciences
Advisor
Iosif Pinelis
Abstract
Four papers, written in collaboration with the author’s graduate school advisor, are presented. In the first paper, uniform and non-uniform Berry-Esseen (BE) bounds on the convergence to normality of a general class of nonlinear statistics are provided; novel applications to specific statistics, including the non-central Student’s, Pearson’s, and the non-central Hotelling’s, are also stated. In the second paper, a BE bound on the rate of convergence of the F-statistic used in testing hypotheses from a general linear model is given. The third paper considers the asymptotic relative efficiency (ARE) between the Pearson, Spearman, and Kendall correlation statistics; conditions sufficient to ensure that the Spearman and Kendall statistics are equally (asymptotically) efficient are provided, and several models are considered which illustrate the use of such conditions. Lastly, the fourth paper proves that, in the bivariate normal model, the ARE between any of these correlation statistics possesses certain monotonicity properties; quadratic lower and upper bounds on the ARE are stated as direct applications of such monotonicity patterns.
Recommended Citation
Molzon, Raymond E., "Berry-Esseen bounds for nonlinear statistics, and asymptotic relative efficiency between correlation statistics", Dissertation, Michigan Technological University, 2012.