Error bound in a central limit theorem of double-indexed permutation statistics

Abstract

An error bound in the normal approximation to the distribution of the double-indexed permutation statistics is derived. The derivation is based on Stein's method and on an extension of a combinatorial method of Bolthausen. The result can be applied to obtain the convergence rate of order N-1/2 for some rank-related statistics, such as Kendall's tau, Spearman's rho and the Mann-Whitney-Wilcoxon statistic. Its applications to graph-related nonparametric statistics of multivariate observations are also mentioned.