An Edgeworth expansion with remainder $o(N^{-1})$ is established for simple linear rank statistics under the null-hypothesis. The theorem is proved for a wide class of scores generating functions which includes the normal quantile function.
Publié le : 1983-06-14
Classification:
Simple linear rank statistics,
Edgeworth expansions,
distributionfree tests,
62G10,
62G20,
60F05
@article{1176346166,
author = {Does, Ronald J. M. M.},
title = {An Edgeworth Expansion for Simple Linear Rank Statistics Under the Null-Hypothesis},
journal = {Ann. Statist.},
volume = {11},
number = {1},
year = {1983},
pages = { 607-624},
language = {en},
url = {http://dml.mathdoc.fr/item/1176346166}
}
Does, Ronald J. M. M. An Edgeworth Expansion for Simple Linear Rank Statistics Under the Null-Hypothesis. Ann. Statist., Tome 11 (1983) no. 1, pp. 607-624. http://gdmltest.u-ga.fr/item/1176346166/