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

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)

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• Large and moderate deviations for \(L\)-statistics
• An expansion of the index of large deviations for linear rank statistics
• Simple exact bounds for distributions of linear signed rank statistics
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• scientific article; zbMATH DE number 3917441 (Why is no real title available?)
• Central limit theorems under alternatives for a broad class of nonparametric statistics
• \(L_ 1\) nonuniform central limit bounds for generalized rank statistics
• 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
• Large Deviations and Bahadur Efficiency of Linear Rank Statistics
• Rates of weak convergence and large deviation probabilities for linear rank tests with type I censored data
• scientific article; zbMATH DE number 13162 (Why is no real title available?)
• scientific article; zbMATH DE number 5726889 (Why is no real title available?)
• Asymptotic distribution of the largest off-diagonal entry of correlation matrices
• Cramer type large deviations for survival function estimators
• Some asymptotic results for a broad class of nonparametric statistics
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors

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