Second-order Linearity of Wilcoxon Statistics
نویسندگان
چکیده
منابع مشابه
Second-order Linearity of Wilcoxon Statistics *
The rank statistics Sn(t) = 1 n ∑n i=1 ciRi(t) (t ∈ R), with Ri(t) being the rank of ei−txi, i = 1, . . . , n and e1, . . . , en being the random sample from the basic distribution with the cdf F , are considered as a random process with t in the role of parameter. Under some assumptions on ci, xi and on the underlying distribution, it is proved that the process {Sn( t √n)− Sn(0)− ESn(t), |t|2 ...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2006
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-006-0054-8