Limiting behavior of one-sample rank-order statistics for absolutely regular processes

DOI10.1007/BF00668453MaRDI QIDQ4134772zbMATH OpenFDO

Authors Ken-ichi Yoshihara

Publication date 1978

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00668453

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Inference from stochastic processes (62M99)

Cites work

• A functional law of the iterated logarithm for weighted empirical distributions
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• Iterated logarithm results for weighted averages of martingale difference sequences
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Linear functions of order statistics with smooth weight functions
• Note on the law of the iterated logarithm for stationary processes satisfying mixing conditions
• On Chernoff-Savage statistics and sequential rank tests
• On the centering of a simple linear rank statistic
• The invariance principle for one-sample rank-order statistics
• The law of the iterated logarithm for stationary processes satisfying mixing conditions
• Upper and lower functions for martingales and mixing processes

Cited in

(6)

• Identical mixing rates
• Absolute regularity and functions of Markov chains
• Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes
• Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
• Probability inequalities for sums of absolutely regular processes and their applications
• Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes

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