Convergence rates for distributions of simple linear rank statistics are investigated. Both the null hypothesis and near alternatives are considered. The method of proof consists in approximating the characteristic function of the statistic by that of a sum of independent random variables and then applying standard tools.
Publié le : 1977-07-14
Classification:
Simple linear rank statistics,
rate of convergence,
distribution free tests,
contiguous alternatives,
60F05,
62G10
@article{1176343890,
author = {Huskova, Marie},
title = {The Rate of Convergence of Simple Linear Rank Statistics Under Hypothesis and Alternatives},
journal = {Ann. Statist.},
volume = {5},
number = {1},
year = {1977},
pages = { 658-670},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343890}
}
Huskova, Marie. The Rate of Convergence of Simple Linear Rank Statistics Under Hypothesis and Alternatives. Ann. Statist., Tome 5 (1977) no. 1, pp. 658-670. http://gdmltest.u-ga.fr/item/1176343890/