A Large Deviation Result for Signed Linear Rank Statistics Under the Symmetry Hypothesis
Wu, Tiee-Jian
Ann. Statist., Tome 14 (1986) no. 2, p. 774-780 / Harvested from Project Euclid
A Cramer type large deviation theorem for signed linear rank statistics under the symmetry hypothesis is obtained. The theorem is proved for a wide class of scores covering most of the commonly used ones (including the normal scores). Furthermore, the optimal range $0 < x \leq o(n^{1/4})$ can be obtained for bounded scores, whereas the range $0 < x \leq o(n^\delta), \delta \in (0, \frac{1}{4})$ is obtainable for many unbounded ones. This improves the earlier result under the symmetry hypothesis in Seoh, Ralescu, and Puri (1985).
Publié le : 1986-06-14
Classification:  Signed linear rank statistics,  score generating function,  large deviation probabilities,  60F10,  62E20
@article{1176349955,
     author = {Wu, Tiee-Jian},
     title = {A Large Deviation Result for Signed Linear Rank Statistics Under the Symmetry Hypothesis},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 774-780},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349955}
}
Wu, Tiee-Jian. A Large Deviation Result for Signed Linear Rank Statistics Under the Symmetry Hypothesis. Ann. Statist., Tome 14 (1986) no. 2, pp.  774-780. http://gdmltest.u-ga.fr/item/1176349955/