On the Centering of a Simple Linear Rank Statistic
Hoeffding, Wassily
Ann. Statist., Tome 1 (1973) no. 2, p. 54-66 / Harvested from Project Euclid
Hajek (1968) proved that under weak conditions the distribution of a simple linear rank statistic $S$ is asymptotically normal, centered at the mean $ES$. He left open the question whether under the same conditions the centering constant $ES$ may be replaced by a simpler constant $\mu$, as was found to be true in the two-sample case and under different conditions by Chernoff and Savage (1958) and Govindarajulu, LeCam and Rhagavachari (1966). In this paper it is shown that the replacement of $ES$ by $\mu$ is permissible if one of Hajek's conditions is slightly strengthened.
Publié le : 1973-01-14
Classification:  Simple linear rank statistic,  asymptotically normal,  centering constant,  62G10,  60F05
@article{1193342381,
     author = {Hoeffding, Wassily},
     title = {On the Centering of a Simple Linear Rank Statistic},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 54-66},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1193342381}
}
Hoeffding, Wassily. On the Centering of a Simple Linear Rank Statistic. Ann. Statist., Tome 1 (1973) no. 2, pp.  54-66. http://gdmltest.u-ga.fr/item/1193342381/