A Note on Limit Theorems for Joint Distributions with Applications to Linear Signed Rank Statistics
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1981 · Volume 43 · Issue 1
DOI: 10.1111/j.2517-6161.1981.tb01149.x
Abstract
When investigating the limiting joint distribution of a pair of random variables, it is possible to proceed by studying the associated marginal and conditional distributions. A useful extension of some previous work in this area of Sethuraman is presented by considering the important case when one is conditioning on a lattice-type random variable. The results are applied to obtain, in a simple manner, the limiting distribution of a linear-signed rank statistic.
Keywords
conditional, limiting distribution, one-sample problem, rank tests
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