Limit theorems for rank statistics

M. Husková

Statistics & Probability Letters, 1997, vol. 32, issue 1, 45-55

Abstract: The purpose of the paper is to extend the weak asymptotic results for the weighted partial sums of i.i.d. random variables to the weighted partial sums of rank scores. These results then suggest various test procedures for the change point problem. The crucial tools in the proofs are martingale property of a class of two-sample rank statistics and the Hájek results (1961) of the simple linear rank statistics.

Keywords: Rank; statistics; Weighted; maxima; Location; model (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (4)

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