Embedding the finite sampling process at a rate

DOI10.1214/AOP/1176990453MaRDI QIDQ808088zbMATH OpenOpenAlexFDO

Authors Galen R. Shorack

Publication date 1991

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990453

zbMATH Keywords

Brownian bridgerandom permutationSkorokhod embedding for martingalesweighted in-probability approximation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Sample path properties (60G17) Martingales with discrete parameter (60G42)

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(7)

• Approximations to permutation and exchangeable processes
• Linear rank statistics, finite sampling, permutation tests and Winsorizing
• Two-sample test against one-sided alternatives
• Tests of linear hypotheses based on regression rank scores
• A family of test statistics for DMRL (IMRL) alternatives
• Inequalities for quantile functions with a uniform studentized clt that includes trimming
• Sampling Curves With Finite Rate of Innovation

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