Convergence and Remainder Terms in Linear Rank Statistics
Harald Bergstrom, Madan L. Puri
The Annals of Statistics · 1977 · Volume 5 · Issue 4
Abstract
A new approach to the asymptotic normality of simple linear rank statistics for the regression case studied earlier by Hajek (1968) is provided along with the estimation of the remainder term in the approximation to normality.
Keywords
60F05, 60F99, 62E20, Linear rank statistics, rate of convergence, score generating functions
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