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Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2013 (English)In: Statistics (Berlin), ISSN 0233-1888, E-ISSN 1029-4910, Vol. 47, no 1, p. 156-171Article in journal (Refereed) Published
Abstract [en]

Let Y 1, ...., Y n be independent but not identically distributed random variables with densities f 1, ...., f n symmetric around zero. Suppose c 1, n , ...., c n, n are given constants such that ? i c i, n =0 and . Denote the rank of Y i -? c i, n for any ??R by R(Y i -? c i, n ) and let a n (i) be a score defined via a score function ?. We study the linear rank statistic and prove that S n (?) is asymptotically uniformly linear in the parameter ? in any interval [-C, C], C>0.

Place, publisher, year, edition, pages
2013. Vol. 47, no 1, p. 156-171
Keywords [en]
linear rank statistic, Hajek projection of rank statistics, contiguity, linear rank regression, nonidentically distributed errors
National Category
Natural Sciences
Identifiers
URN: urn:nbn:se:uu:diva-196036DOI: 10.1080/02331888.2011.568116ISI: 000314168400010OAI: oai:DiVA.org:uu-196036DiVA, id: diva2:609066
Available from: 2013-03-04 Created: 2013-03-04 Last updated: 2017-12-06Bibliographically approved

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Zwanzig, Silvelyn

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