Asymptotic bound on the characteristic function of signed linear serial rank statistics

DOI10.1023/A:1022434304864MaRDI QIDQ1868299zbMATH OpenOpenAlexFDO

Authors M'hammed Kadri, Khalid Rifi

Publication date 27 April 2003

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022434304864

zbMATH Keywords

Berry-Esseen boundscharacteristic functionEdgeworth expansionssigned serial rank statisticstime series

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10)

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Cited in

(4)

• Asymptotic behavior of the characteristic function of simple serial rank statistics
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics
• Uniform asymptotic linearity of a process based on a signed rank statistic
• A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence

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