WEAK-CONVERGENCE OF THE SIMPLE LINEAR RANK-STATISTIC UNDER MIXING CONDITIONS IN THE NONSTATIONARY CASE

被引：2

作者：

HAREL, M ^{[1
]}

PURI, ML ^{[1
]}

机构：

[1] INDIANA UNIV,DEPT MATH,BLOOMINGTON,IN 47405

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1993年 / 38卷 / 03期

关键词：

WEAK CONVERGENCE; LINEAR RANK STATISTICS; EMPIRICAL PROCESSES; PI-MIXING; STRONG MIXING;

D O I：

10.1137/1138039

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：

The asymptotic distribution theory of simple linear rank statistics for the case when the underlying random variables are nonstationary is studied both for the phi-mixing and strong mixing cases.

引用

页码：405 / 422

页数：18

共 10 条

[1]

Balacheff S., 1980, LECT NOTES MATH, V821, P19

[2]

Billingsley P, 1968, CONVERGENCE PROBABIL

[3]

Doukhan P, 1987, PROBAB MATH STAT-POL, V8-2, P117

[4] ASYMPTOTIC NORMALITY OF SIMPLE LINEAR RANK STATISTICS UNDER ALTERNATIVES 2 [J].

DUPAC, V ;

HAJEK, J .

ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (06) :1992-&

[5] WEAK CONVERGENCE OF A 2-SAMPLE EMPIRICAL PROCESS AND A CHERNOFF-SAVAGE THEOREM FOR PHI-MIXING SEQUENCES [J].

FEARS, TR ;

MEHRA, KL .

ANNALS OF STATISTICS, 1974, 2 (03) :586-596

[6]

GOVINDARAJULU Z, 1967, 5TH P BERK S MATH ST, P609

[7] ASYMPTOTIC NORMALITY OF SIMPLE LINEAR RANK STATISTICS UNDER ALTERNATIVES [J].

HAJEK, J .

ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (02) :325-&

[8] WEAK CONVERGENCE OF A 2-SAMPLE EMPIRICAL PROCESS AND A NEW APPROACH TO CHERNOFF-SAVAGE THEOREMS [J].

PYKE, R ;

SHORACK, GR .

ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (03) :755-&

[9] CONVERGENCE OF EMPIRICAL PROCESSES OF MIXING RVS ON [0,1] [J].

WITHERS, CS .

ANNALS OF STATISTICS, 1975, 3 (05) :1101-1108

[10]

[No title captured]

← 1 →