A large deviation result for signed linear rank statistics under the symmetry hypothesis (Q1821442)
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English | A large deviation result for signed linear rank statistics under the symmetry hypothesis |
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A large deviation result for signed linear rank statistics under the symmetry hypothesis (English)
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1986
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This paper investigates the convergence of normalized signed linear rank statistics \(S_ n\) to the Gaussian distribution for i.i.d. random variables the distribution of which is continuous and symmetric about zero. It considers the uniform convergence of distribution functions over intervals going to infinity slower than \(n^{1/4}:\) this can be called ''mean deviation'' but not large deviation theorem. The author considers unbounded score functions and improves the result of \textit{M. Seoh, S. Ralescu} and \textit{M. L. Puri} [Ann. Probab. 13, 115-125 (1985; Zbl 0558.62019)].
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Cramér type large deviation theorem
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symmetric distributions
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deviation from normality
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signed linear rank statistics
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Gaussian distribution
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mean deviation
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unbounded score functions
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