Asymptotic normality and a representation of all possible subsequential limiting distributions of a simple linear rank statistic are obtained. This is then applied to finite sampling and permutation tests for slope coefficients. The effects of Winsorizing in these situations are considered carefully. Of particular interest regarding slope coefficients is that either using normal score regression constants or Winsorizing slowly increasing numbers of the population values will guarantee asymptotic normality.
Publié le : 1996-06-14
Classification:
Winsorizing,
regression constants.,
60F05,
62E20
@article{1032526974,
author = {Shorack, Galen R.},
title = {Linear rank statistics, finite sampling, permutation tests and Winsorizing},
journal = {Ann. Statist.},
volume = {24},
number = {6},
year = {1996},
pages = { 1371-1385},
language = {en},
url = {http://dml.mathdoc.fr/item/1032526974}
}
Shorack, Galen R. Linear rank statistics, finite sampling, permutation tests and Winsorizing. Ann. Statist., Tome 24 (1996) no. 6, pp. 1371-1385. http://gdmltest.u-ga.fr/item/1032526974/