Weak Convergence of Weighted Empirical Cumulatives Based on Ranks

Koul, Hira Lal; Staudte, Robert G.

Ann. Math. Statist., Tome 43 (1972) no. 6, p. 832-841 / Harvested from Project Euclid

Résumé

The weak convergence of weighted empirical cumulatives based on the ranks of independent, not necessarily identically distributed, observations to a continuous Gaussian process is proved. The results contain a shorter proof of a central limit theorem by Dupac and Hajek (1969) Ann. Math. Statist. Analogous results are proved for signed rank processes.

Publié le : 1972-06-14
Classification:

@article{1177692549,
     author = {Koul, Hira Lal and Staudte, Robert G.},
     title = {Weak Convergence of Weighted Empirical Cumulatives Based on Ranks},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 832-841},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692549}
}

Koul, Hira Lal; Staudte, Robert G. Weak Convergence of Weighted Empirical Cumulatives Based on Ranks. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  832-841. http://gdmltest.u-ga.fr/item/1177692549/