Cramér type large deviations for generalized rank statistics

DOI10.1214/AOP/1176993070zbMATH Open0558.62019OpenAlexW2160288830MaRDI QIDQ762850FDOQ762850

Authors: Munsup Seoh, Stefan S. Ralescu, Madan L. Puri 

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993070

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zbMATH Keywords

normal approximationrelative errortriangular arrayCramer type large deviationsgeneralized linear rank statisticslinear combination of functions of order statisticsrank combinatorial statisticregression constantsscore generating functionsigned linear rank statistics

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cited In (20)

• Cramér type large deviations for a class of statistics
• Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data
• Large and moderate deviations for \(L\)-statistics
• Central limit theorems under alternatives for a broad class of nonparametric statistics
• \(L_ 1\) nonuniform central limit bounds for generalized rank statistics
• An expansion of the index of large deviations for linear rank statistics
• Some asymptotic results for a broad class of nonparametric statistics
• Simple exact bounds for distributions of linear signed rank statistics
• Title not available (Why is that?)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors
• Title not available (Why is that?)
• Cramer type large deviations for survival function estimators
• Title not available (Why is that?)
• Asymptotic distribution of the largest off-diagonal entry of correlation matrices
• On the relative error in normal approximation for signed rank statistics with a broad range of scores
• Title not available (Why is that?)
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics
• Title not available (Why is that?)
• Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics
• \(L_ p\)-nonuniform bounds for asymptotic normality of linear rank statistics

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