Weak Invariance Principles for Regression Rank Statistics

DOI10.1081/SQA-120030198zbMATH Open1118.62324MaRDI QIDQ3155683FDOQ3155683

Authors: Marie Hušková 

Publication date: 18 January 2005

Published in: Sequential Analysis (Search for Journal in Brave)

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Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Functional limit theorems; invariance principles (60F17)

Cites Work

• Permutation tests in change point analysis
• A useful estimate in the multidimensional invariance principle
• Title not available (Why is that?)
• Limit theorems for sums of weakly dependent Banach space valued random variables
• Some Extensions of the Wald-Wolfowitz-Noether Theorem
• Limit theorems for rank statistics
• Limit theorems for the union-intersection test

Cited In (1)

• Rank tests for instrumental variables regression with weak instruments

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