A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence

DOI10.1016/S0167-7152(01)00093-1zbMath0987.60032MaRDI QIDQ5950021

Sorana M. Froda, van Eeden, Constance

Publication date: 23 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

inequalitiesrate of convergencecharacteristic functionexponential tiltingsaddle-point expansionsimple linear rank statisticsWilcoxon-Mann-Whitney statistic

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison, A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence, Large deviation approximations for the Mann–Whitney statistic and the Jonckheere–Terpstra statistic

Cites Work

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• Asymptotic expansions for the power of distribution free tests in the one-sample problem
• A Uniform Saddlepoint Expansion for the Null-Distribution of the Wilcoxon-Mann-Whitney 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