Weak convergence of multidimensional rank statistics under -mixing conditions

DOI10.1016/0378-3758(88)90082-1MaRDI QIDQ1110175zbMATH OpenOpenAlexFDO

Authors Michel Harel

Publication date 1988

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(88)90082-1

zbMATH Keywords

arrays of row-wise \(\phi\)-mixing random vectorsconvariance function of an empirical processmulti-dimensional rank statisticsweak convergence of a truncated rank process

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05)

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Cites work

• Asymptotic distributions of multivariate rank order statistics
• Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case
• Asymptotic normality of nonparametric tests for independence
• Central limit theorems for empirical measures
• Convergence of empirical processes of mixing rv's on \([0,1]\)
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• On the Chernoff-Savage theorem for dependent sequences
• On the empirical process of multivariate, dependent random variables
• Some properties of the empirical distribution function in the non-i.i.d. case
• Weak convergence of a two-sample empirical process and a Chernoff-Savage theorem for \(\varphi\)-mixing sequences
• Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
• Weak convergence of generalized empirical processes relative to d_q under strong mixing

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(10)

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