Invariance principles for rank discounted partial sums and averages

DOI10.1007/BF00533469MaRDI QIDQ4136258zbMATH OpenOpenAlexFDO

Authors Pranab K. Sen

Publication date 1978

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00533469

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Multivariate distribution of statistics (62H10)

Cites work

• scientific article; zbMATH DE number 3595979 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An invariance principle for linear combinations of order statistics

Cited in

(3)

• Invariance principles in mathematical statistics
• A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues
• Limit theorems for generalized sequential rank statistics

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