Limit theorems for rank statistics

✍ Scribed by M. Hušková

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 363 KB
• Volume: 32
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00055-7

✦ Synopsis

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 H~jek results (1961) of the simple linear rank statistics.