In this paper, an upper bound of van Zwet on the characteristic function of simple linear rank statistics is, under the null-hypothesis, generalized to the characteristic function of the exponentially tilted distribution. Our present result solves a di cult and crucial step in obtaining a rate of co
โฆ LIBER โฆ
On the Lp rates of convergence of simple linear rank statistics under contiguous alternatives
โ Scribed by Tiee-Jian Wu
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 655 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0378-3758
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Suppose that Xt = }-~,:0 ai~,t-i is a linear process, where {ag} is a sequence of absolutely summable real numbers and {~,} is a sequence of iid random variables with zero mean and finite variance. In this paper, motivated by Gaussian tests of {Xt }, we investigate the asymptotic behavior of the emp