A moment estimate for rank statistics

DOI10.1016/0378-3758(85)90076-XzbMath0591.62033OpenAlexW1988560272MaRDI QIDQ1074979

Uwe Roesler, Manfred Denker

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)90076-x

zbMATH Keywords

variablessimple linear rank statisticsrisk functionsmoment estimatehigher momentspartial sums of independent, identically distributed randompartial sums of independent, identically distributed random variablesR- estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Rank statistics under dependent observations and applications to factorial designs, A fixed point theorem for distributions, Asymptotic normality of two sample linear rank statistics under U- statistic structure, A limit theorem for “quicksort”

Cites Work

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• A sharpening of the remainder term in the higher-dimensional central limit theorem for multilinear rank statistics
• On the invariance principle for sums of independent identically distributed random variables
• Inequalities for E k(X, Y) when the marginals are fixed
• On the Efficiency of a Class of Non-Parametric Estimates
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Estimates of Location Based on Rank Tests