Weak Invariance Principles for Regression Rank Statistics

DOI10.1081/SQA-120030198MaRDI QIDQ3155683zbMATH OpenFDO

Authors Marie Hušková

Publication date 18 January 2005

Published in Sequential Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Recommendations

• Limit theorems for rank statistics
• Limit theorems for change in linear regression
• Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes
• scientific article; zbMATH DE number 3860186
• scientific article; zbMATH DE number 5831

Cites work

• scientific article; zbMATH DE number 3934259 (Why is no real title available?)
• A useful estimate in the multidimensional invariance principle
• Limit theorems for rank statistics
• Limit theorems for sums of weakly dependent Banach space valued random variables
• Limit theorems for the union-intersection test
• Permutation tests in change point analysis
• Some Extensions of the Wald-Wolfowitz-Noether Theorem

Cited in

(1)

• Rank tests for instrumental variables regression with weak instruments

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