Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables

Kuljus, Kristi; Zwanzig, Silvelyn

doi:10.1080/02331888.2011.568116

Forskningsartikel2013Vetenskapligt granskad

Asymptotic linearity of a linear rank statistic in the case of symmetric nonidentically distributed variables

Kuljus, Kristi; Zwanzig, Silvelyn

Sammanfattning

Let Y 1, ...., Y n be independent but not identically distributed random variables with densities f 1, ...., f n symmetric around zero. Suppose c 1, n , ...., c n, n are given constants such that ? i c i, n =0 and . Denote the rank of Y i -? c i, n for any ??R by R(Y i -? c i, n ) and let a n (i) be a score defined via a score function ?. We study the linear rank statistic and prove that S n (?) is asymptotically uniformly linear in the parameter ? in any interval [-C, C], C>0.

Nyckelord

linear rank statistic; Hajek projection of rank statistics; contiguity; linear rank regression; nonidentically distributed errors

Publicerad i

Statistics
2013, volym: 47, nummer: 1, sidor: 156-171
Utgivare: TAYLOR & FRANCIS LTD

SLU författare

Kuljus, Kristi
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet

UKÄ forskningsämne

Sannolikhetsteori och statistik

Publikationens identifierare

DOI: https://doi.org/10.1080/02331888.2011.568116

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/56177