Gaussian approximation of signed rank statistics process

DOI10.1016/0378-3758(85)90035-7MaRDI QIDQ1065473zbMATH OpenOpenAlexFDO

Authors Tiee-Jian Wu, Madan L. Puri

Publication date 1985

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(85)90035-7

zbMATH Keywords

Gaussian processlength of a confidence intervalsigned linear rank statistictightness

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Review text

Let \(Y_{Ni}\), \(1\leq i\leq N\), \(N\geq 1\), be independent random variables with respective distribution functions \(F(y-\Delta d_{Ni})\) where \(d_{Ni}\) are real numbers and \(\Delta\) is an unknown real parameter in [0,1]. Consider the signed linear rank statistic \[ S_{\Delta N}=\sum^{N}_{i=1}C_{Ni}\phi ([R^{\Delta}_{Ni}/(N+\quad 1)])Sgn Y_{Ni}. \] The authors show that the process \(\{S_{\Delta N}- S_{0N}-ES_{\Delta N}\), \(0\leq \Delta \leq 1\}\), properly normalized, converges weakly to a Gaussian process. As an application, the asymptotic distribution of the properly normalized length of a confidence interval for \(\Delta\) is derived.

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Cites work

• An Analogue, for Signed Rank Statistics, of Jureckova's Asymptotic Linearity Theorem for Rank Statistics
• Asymptotic distribution of simple linear rank statistics for testing symmetry
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Asymptotic linearity of Wilcoxon signed-rank statistics
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Central limit theorem for Wilcoxon rank statistics process
• Convergence and remainder terms in linear rank statistics
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• scientific article; zbMATH DE number 3359602 (Why is no real title available?)
• Lin�arit� asymptotique d'une statistique de rang

Cited in

(4)

• Asymptotic normality of the lengths of a class of nonparametric confidence intervals for a regression parameter
• Uniform asymptotic linearity in a regression parameter of a process based on a rank statistic
• Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes
• Second-order linearity of Wilcoxon statistics

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