Edgeworth Expansions for Linear Rank Statistics
Schneller, Walter
Ann. Statist., Tome 17 (1989) no. 1, p. 1103-1123 / Harvested from Project Euclid
An Edgeworth expansion of first order is established for general linear rank statistics under the null hypothesis with a remainder term that is usually of order $n^{-1}$. Furthermore, corresponding results for the second order are formulated, but not proved here. The proof for the first order is based on Stein's method and on an extension of a combinatorial method of Bolthausen. It is also shown that conditions of van Zwet imply up to a small factor our conditions for the validity of Edgeworth expansions. Moreover, our proof for the first order also provides us with a result about Edgeworth expansions for smooth functions.
Publié le : 1989-09-14
Classification:  Edgeworth expansion,  linear rank statistic,  Stein's method,  60F05,  62E20
@article{1176347258,
     author = {Schneller, Walter},
     title = {Edgeworth Expansions for Linear Rank Statistics},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 1103-1123},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347258}
}
Schneller, Walter. Edgeworth Expansions for Linear Rank Statistics. Ann. Statist., Tome 17 (1989) no. 1, pp.  1103-1123. http://gdmltest.u-ga.fr/item/1176347258/