Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes

DOI10.1016/0378-3758(91)90078-SzbMath0731.60006OpenAlexW2090351628MaRDI QIDQ808079

Michel Harel, Madan Lal Puri

Publication date: 1991

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(91)90078-s

zbMATH Keywords

uniform topologyabsolutely regular processesrank order statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Convergence of probability measures (60B10)

Cites Work

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• Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
• Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes
• Linear serial rank tests for randomness against ARMA alternatives
• Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
• Probability Inequalities for the Sum of Independent Random Variables
• Locally asymptotically rank-based procedures for testing autoregressive moving average dependence
• Limiting behavior of one-sample rank-order statistics for absolutely regular processes