Asymptotic Normality in Nonparametric Methods
Jogdeo, Kumar
Ann. Math. Statist., Tome 39 (1968) no. 6, p. 905-922 / Harvested from Project Euclid
Let $U_1, U_2, \cdots, U_N$ be a random sample from a population with a continuous distribution function and $R_i, i = 1, \cdots, N,$ be the rank of $U_i$ among the $N$ observations. Asymptotic normality is studied for the statistics of the type \begin{equation*}\tag{0.1} \sum^N_{i=1} \sum^N_{j=1} c_{ij}a_N(R_i/N, R_j/N),\end{equation*} where constants $c_{ij}$ satisfy certain negligibility conditions and the score function $a_N(\cdot, \cdot)$ is derived from a function $a(\cdot, \cdot)$ satisfying certain monotonicity and integrability conditions. It is shown that the statistic (0.1) is asymptotically equivalent to \begin{equation*}\tag{0.2} \sum^N_{i=1} \sum^N_{j=1} c_{ij}a(U_i, U_j),\end{equation*} so that the problem is reduced to a simpler one, viz. studying the asymptotic distribution of (0.2). Similar results are obtained for the two sample analog of (0.1) viz. \begin{equation*}\tag{0.3} \sum^N_{i=1} \sum^M_{j=1} c_{ij}a_{NM}(R_i/N, S_j/M)\end{equation*} where $S_j, j = 1, \cdots, M$, are the ranks corresponding to another independent random sample of size $M$ from some other population. Few more variants of the above and applications of these statistics are given. The present study is a generalization of a paper by Hajek (1961).
Publié le : 1968-06-14
Classification: 
@article{1177698323,
     author = {Jogdeo, Kumar},
     title = {Asymptotic Normality in Nonparametric Methods},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 905-922},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698323}
}
Jogdeo, Kumar. Asymptotic Normality in Nonparametric Methods. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  905-922. http://gdmltest.u-ga.fr/item/1177698323/