LP NONUNIFORM BOUNDS FOR ASYMPTOTIC NORMALITY OF LINEAR RANK STATISTICS

被引：0

作者：

WU, TJ

机构：

[1] Department of Mathematics, University of Houston, Houston

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 04期

关键词：

L[!sub]p[!/sub] nonuniform central limit bounds; simple linear rank statistics;

D O I：

10.1016/0167-7152(90)90147-Y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An Lp, 1 ≤ p ≤ ∞, nonuniform central limit order bound O(N- 1 2) for simple linear rank statistics is obtained. The theorem is proved for a wide class of scores including the van der Waerden scores and the Wilcoxon scores. It extends and improves some known results obtained in this direction. © 1990.

引用

页码：361 / 365

页数：5

共 15 条

[1] ASYMPTOTIC EXPANSIONS FOR POWER OF DISTRIBUTION FREE TESTS IN ONE-SAMPLE PROBLEM [J].

ALBERS, W ;

BICKEL, PJ ;

VANZWET, WR .

ANNALS OF STATISTICS, 1976, 4 (01) :108-156

[2]

BHATTACHARYA R. N., 1976, NORMAL APPROXIMATION

[3]

BOLTHAUSEN E, 1984, Z WAHRSCHEINLICHKEIT, V66, P379, DOI 10.1007/BF00533704

[4] AN EDGEWORTH EXPANSION FOR SIMPLE LINEAR RANK STATISTICS UNDER THE NULL-HYPOTHESIS [J].

DOES, RJMM .

ANNALS OF STATISTICS, 1983, 11 (02) :607-624

[5] BERRY-ESSEEN THEOREMS FOR SIMPLE LINEAR RANK STATISTICS UNDER THE NULL-HYPOTHESIS [J].

DOES, RJMM .

ANNALS OF PROBABILITY, 1982, 10 (04) :982-991

[6] L1 RATES OF CONVERGENCE FOR LINEAR RANK STATISTICS [J].

ERICKSON, RV ;

KOUL, HL .

ANNALS OF STATISTICS, 1976, 4 (04) :771-774

[7] AN LP BOUND FOR REMAINDER IN A COMBINATORIAL CENTRAL LIMIT-THEOREM [J].

HO, ST ;

CHEN, LHY .

ANNALS OF PROBABILITY, 1978, 6 (02) :231-249

[8] RATE OF CONVERGENCE OF SIMPLE LINEAR RANK STATISTICS UNDER HYPOTHESIS AND ALTERNATIVES [J].

HUSKOVA, M .

ANNALS OF STATISTICS, 1977, 5 (04) :658-670

[9] CRAMER TYPE LARGE DEVIATIONS FOR SIMPLE LINEAR RANK STATISTICS [J].

KALLENBERG, WCM .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1982, 60 (03) :403-409

[10]

Petrov VV, 1975, SUMS INDEPENDENT RAN

← 1 2 →