Asymptotic behaviour of linear rank statistics for the two-sample problem

• Autorzy: Inglot T.
• Języki publikacji: EN

Abstrakty

EN

Applying the strong approximation technique we present a unified approach to asymptotic results for multivariate linear rank statistics for the two-sample problem. We reprove asymptotic normality of these statistics under the null hypothesis and under local alternatives convergent at a moderate rate to the null hypothesis. We also provide a moderate deviation theorem for these statistics under the null hypothesis. Proofs are short and use natural argumentation.

Słowa kluczowe

EN

two-sample problem; linear rank statistics; Hungarian construction; moderate deviations; local alternatives; asymptotic distribution; asymptotic normality

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2012
• Tom: Vol. 32, Fasc. 1
• Strony: 93--116
• Opis fizyczny: Bibliogr. 17 poz., wykr.

Twórcy

autor

Inglot T.

• Institute of Mathematics and Computer Science, Wrocław, University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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