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A moment estimate for rank statistics

✍ Scribed by Manfred Denker; Uwe Rösler


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
707 KB
Volume
12
Category
Article
ISSN
0378-3758

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📜 SIMILAR VOLUMES


Limit theorems for rank statistics
✍ M. Hušková 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 363 KB

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 pro