Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives II
Dupac, Vaclav ; Hajek, Jaroslav
Ann. Math. Statist., Tome 40 (1969) no. 6, p. 1992-2017 / Harvested from Project Euclid
This is a straightforward continuation of Hajek (1968). We provide a further extension of the Chernoff-Savage (1958) limit theorem. The requirements concerning the scores-generating function are relaxed to a minimum: we assume that this function is a difference of two non-decreasing and square integrable functions. Thus, in contradistinction to Hajek (1968), we dropped the assumption of absolute continuity. The main results are accumulated in Section 2 without proofs. The proofs are given in Sections 4 through 7. Section 3 contains auxiliary results.
Publié le : 1969-12-14
Classification: 
@article{1177697281,
     author = {Dupac, Vaclav and Hajek, Jaroslav},
     title = {Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives II},
     journal = {Ann. Math. Statist.},
     volume = {40},
     number = {6},
     year = {1969},
     pages = { 1992-2017},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177697281}
}
Dupac, Vaclav; Hajek, Jaroslav. Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives II. Ann. Math. Statist., Tome 40 (1969) no. 6, pp.  1992-2017. http://gdmltest.u-ga.fr/item/1177697281/