Lp nonuniform bounds for asymptotic normality of linear rank statistics

Tiee-Jian Wu

Statistics & Probability Letters, 1990, vol. 9, issue 4, 361-365

Abstract: An Lp, 1 [less-than-or-equals, slant] p [less-than-or-equals, slant] [infinity], nonuniform central limit order bound O(N-1/2) for simple linear rank statistics is obtained. The theorem is proved for a wide class of scores including the van der Waerden scores and the Wilcoxon scores. It extends and improves some known results obtained in this direction.

Keywords: Lp; nonuniform; central; limit; bounds; simple; linear; rank; statistics (search for similar items in EconPapers)
Date: 1990
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