Weak convergence of the linear rank statistics under strong mixing conditions

Lucia Tabacu

Statistics & Probability Letters, 2018, vol. 132, issue C, 28-34

Abstract: We obtain the asymptotic distribution of the linear rank statistics under weak dependence. We consider a sequence of strong mixing random vectors with unequal dimensions and show the asymptotic normality of the rank statistics based on overall ranking.

Keywords: Rank statistics; Strong mixing; Weak convergence; U-statistics; p-continuous (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2017.09.001

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