The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences
From MaRDI portal
Publication:1678538
DOI10.3103/S1066530717020028zbMath1380.62207arXiv1611.06828OpenAlexW2552651613MaRDI QIDQ1678538
Guillaume Saulière, Jérôme Dedecker
Publication date: 17 November 2017
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.06828
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
Cites Work
- Unnamed Item
- On mean central limit theorems for stationary sequences
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
- An empirical central limit theorem for dependent sequences
- Central limit theorem and stable laws for intermittent maps
- New dependence coefficients. Examples and applications to statistics
- Mann-Whitney test for associated sequences
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
- Asymptotic theory of weakly dependent stochastic processes
- A deviation bound for α-dependent sequences with applications to intermittent maps
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Some unbounded functions of intermittent maps for which the central limit theorem holds
- A probabilistic approach to intermittency
- Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
- Weak convergence of the empirical process of intermittent maps in 𝕃2 under long-range dependence
- The Wilcoxon Two-sample Statistic on Strongly Mixing processes
- An empirical central limit theorem for intermittent maps
This page was built for publication: The Mann-Whitney \(U\)-statistic for \(\alpha\)-dependent sequences