Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
Hajek, Jaroslav
Ann. Math. Statist., Tome 39 (1968) no. 6, p. 325-346 / Harvested from Project Euclid
Results of Chernoff-Savage (1958) and Govindarajulu-LeCam-Raghavachari (1966) are extended from the two-sample case to the general regression case and, simultaneously, the conditions on the scores-generating function are relaxed. The main results are stated in Section 2 and their proofs are given in Section 5. Sections 3 and 4 contain auxiliary propositions, on which the methods of the present paper are based. Section 6 includes a counterexample, showing that the theorem cannot be extended to discontinuous scores-generating functions.
Publié le : 1968-04-14
Classification: 
@article{1177698394,
     author = {Hajek, Jaroslav},
     title = {Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 325-346},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698394}
}
Hajek, Jaroslav. Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  325-346. http://gdmltest.u-ga.fr/item/1177698394/