On the relative error in normal approximation for signed rank statistics with a broad range of scores

DOI10.1016/0378-3758(94)90116-3MaRDI QIDQ1330213zbMATH OpenOpenAlexFDO

Authors Munsup Seoh

Publication date 16 March 1995

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(94)90116-3

zbMATH Keywords

Cramér-type large deviation resultsnormal approximationsigned rank statisticssymmetry hypotheses

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of nonparametric inference (62G20)

Review text

Cramér-type large deviation results in the optimal range of \(0< x\leq o(N^{1/4})\) are obtained on the relative error in normal approximation for the signed rank statistics under symmetry hypotheses. The results obtained are valid for a broad range of regression constants and scores restricted by mild conditions.

Recommendations

• Cramér type large deviations for generalized rank statistics
• scientific article; zbMATH DE number 4046884
• scientific article; zbMATH DE number 3965171
• Berry-Esseen-type bounds for signed linear rank statistics with a broad range of scores
• A large deviation result for signed linear rank statistics under the symmetry hypothesis

Cites work

• A large deviation result for signed linear rank statistics under the symmetry hypothesis
• An Edgeworth expansion for simple linear rank statistics under the null- hypothesis
• Asymptotic distribution of simple linear rank statistics for testing symmetry
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Asymptotically Most Powerful Rank-Order Tests
• Berry-Esseen theorems for simple linear rank statistics under the null- hypothesis
• Berry-Esseen-type bounds for signed linear rank statistics with a broad range of scores
• Convergence and remainder terms in linear rank statistics
• Cramer type large deviations for linear combinations of order statistics
• Cramér type large deviations for generalized rank statistics
• Cram�r type large deviations for simple linear rank statistics
• Edgeworth expansion for signed linear rank statistics with regression constants
• Generalization of a Probability Limit Theorem of Cramer
• scientific article; zbMATH DE number 3647839 (Why is no real title available?)
• scientific article; zbMATH DE number 3909519 (Why is no real title available?)
• scientific article; zbMATH DE number 3909528 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• scientific article; zbMATH DE number 3307087 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
• Large Deviation Probabilities for U-Statistics
• Order of normal approximation for rank test statistics distribution
• Some Extensions of the Wald-Wolfowitz-Noether Theorem
• The Order of Normal Approximation for Signed Linear Rank Statistics
• The rate of convergence of simple linear rank statistics under hypothesis and alternatives

Cited in

(3)

• The Order of Normal Approximation for Signed Linear Rank Statistics
• scientific article; zbMATH DE number 1054346 (Why is no real title available?)
• Cramér type large deviations for generalized rank statistics

This page was built for publication: On the relative error in normal approximation for signed rank statistics with a broad range of scores

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1330213)