Abstract
Exact rates are derived for the uniform convergence of the density of intermediate order statistics towards the normal or lognormal density under certain smoothness conditions. Our methods also give the exact rate of convergence in the uniform metric and in the total variation metric.
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Cheng, S., de Haan, L. & Huang, X. Rate of Convergence of Intermediate Order Statistics. Journal of Theoretical Probability 10, 1–23 (1997). https://doi.org/10.1023/A:1022613513012
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DOI: https://doi.org/10.1023/A:1022613513012