ASYMPTOTIC NORMALITY OF 2 SAMPLE LINEAR RANK STATISTICS UNDER U-STATISTIC STRUCTURE

被引：2

作者：

DENKER, M

PURI, ML

机构：

[1] UNIV GOTTINGEN,INST MATH STOCHAST,W-3400 GOTTINGEN,GERMANY

[2] INDIANA UNIV,DEPT MATH,BLOOMINGTON,IN 47401

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1992年 / 32卷 / 01期

关键词：

LINEAR RANK STATISTIC; U-STATISTIC; SCORE FUNCTION; PITMAN EFFICIENCY;

D O I：

10.1016/0378-3758(92)90154-K

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：

We prove the asymptotic normality of the two sample linear rank statistic when the independent samples arise from U-statistics with kernels of varying degree. The proof uses variance estimates of the empirical process of U-statistic structure and the continuity theorem in Denker and Rosler (1985b). This method also applies to other rank statistics. We give a sharp upper bound for the asymptotic efficacy of these statistics when the kernels are order preserving.

引用

页码：89 / 110

页数：22

共 8 条

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[8] [No title captured]

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