Limit theorems for rank statistics
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Publication:1359763
DOI10.1016/S0167-7152(96)00055-7zbMath0933.62039MaRDI QIDQ1359763
Publication date: 2 March 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Functional limit theorems; invariance principles (60F17)
Related Items
Weak Invariance Principles for Regression Rank Statistics, Change point analysis for censored data, Applications of permutations to the simulations of critical values, Tests for continuity of regression functions, Rank-based multiple change-point detection, Serial rank statistics for detection of changes., Limit theorems for permutations of empirical processes with applications to change point analysis, Testing for changes using permutations of U-statistics, Permutation tests in change point analysis, Unnamed Item, Extensions of some classical methods in change point analysis, Estimating structural changes in regression quantiles, Data driven rank test for the change point problem, Data driven rank statistics in change point analysis, Inference of change-point in single index models, Asymptotic behaviour of a test statistic for detection of change in mean of vectors, Rank based estimators of the change-point, Change-Point Analysis Based on Empirical Characteristic Functions of Ranks, Expectation of rank statistics under setup of stochastic inequalities, Template matching with ranks, The likelihood ratio method for testing changes in the parameters of double exponential observations, Comments on: ``Extensions of some classical methods in change point analysis
Cites Work
- On the asymptotic behavior of a class of nonparametric tests for a change-point problem
- Nonparametric statistical procedures for the changepoint problem
- Some Extensions of the Wald-Wolfowitz-Noether Theorem
- Rank tests for changepoint problems
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