Asymptotic Linearity of a Rank Statistic in Regression Parameter
نویسندگان
چکیده
منابع مشابه
Asymptotic linearity of linear rank statistic in the case of symmetric heteroscedastic variables
Let Y1, . . . , Yn be independent but not identically distributed random variables with densities f1, . . . , fn symmetric around zero. Suppose c1,n, . . . , cn,n are given constants such that ∑ i ci,n = 0 and ∑ i c 2 i,n = 1. Denote the rank of Yi −∆ci,n for any ∆ ∈ R by R(Yi −∆ci,n) and let an(i) be a score defined via a score function φ. We study the linear rank statistic Sn(∆) = n ∑ i=1 ci,...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1969
ISSN: 0003-4851
DOI: 10.1214/aoms/1177697273