# Asymptotic normality of multivariate linear rank statistics under general alternatives

Aplikace matematiky (1979)

- Volume: 24, Issue: 5, page 326-347
- ISSN: 0862-7940

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topKoziol, James A.. "Asymptotic normality of multivariate linear rank statistics under general alternatives." Aplikace matematiky 24.5 (1979): 326-347. <http://eudml.org/doc/15110>.

@article{Koziol1979,

abstract = {Let $X_j, 1\le j\le N$, be independent random $p$-vectors with respective continuous cumulative distribution functions $F_j 1\le j\le N$. Define the $p$-vectors $R_j$ by setting $R_\{ij\}$ equal to the rank of $X_\{ij\}$ among $X_\{ij\}, \ldots , X_\{iN\}, 1\le i \le p, 1\le j \le N$. Let $a^\{(N)\}(.)$ denote a multivariate score function in $R_p$, and put $S= \sum ^N_\{j=1\} c_ja^\{(N)\}(R_j)$, the $c_j$ being arbitrary regression constants.
In this paper the asymptotic distribution of $S$ is investigated under various sets of conditions on the constants, the score functions, and the underlying distribution functions. In particular, asymptotic normality of $S$ is established under the circumstance that the $F_j$ are merely continuous. In addition, under mild conditions, centering vectors for $S$ are found.},

author = {Koziol, James A.},

journal = {Aplikace matematiky},

keywords = {asymptotic normality of multivariate linear rank statistics; general alternatives; asymptotic normality of multivariate linear rank statistics; general alternatives},

language = {eng},

number = {5},

pages = {326-347},

publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},

title = {Asymptotic normality of multivariate linear rank statistics under general alternatives},

url = {http://eudml.org/doc/15110},

volume = {24},

year = {1979},

}

TY - JOUR

AU - Koziol, James A.

TI - Asymptotic normality of multivariate linear rank statistics under general alternatives

JO - Aplikace matematiky

PY - 1979

PB - Institute of Mathematics, Academy of Sciences of the Czech Republic

VL - 24

IS - 5

SP - 326

EP - 347

AB - Let $X_j, 1\le j\le N$, be independent random $p$-vectors with respective continuous cumulative distribution functions $F_j 1\le j\le N$. Define the $p$-vectors $R_j$ by setting $R_{ij}$ equal to the rank of $X_{ij}$ among $X_{ij}, \ldots , X_{iN}, 1\le i \le p, 1\le j \le N$. Let $a^{(N)}(.)$ denote a multivariate score function in $R_p$, and put $S= \sum ^N_{j=1} c_ja^{(N)}(R_j)$, the $c_j$ being arbitrary regression constants.
In this paper the asymptotic distribution of $S$ is investigated under various sets of conditions on the constants, the score functions, and the underlying distribution functions. In particular, asymptotic normality of $S$ is established under the circumstance that the $F_j$ are merely continuous. In addition, under mild conditions, centering vectors for $S$ are found.

LA - eng

KW - asymptotic normality of multivariate linear rank statistics; general alternatives; asymptotic normality of multivariate linear rank statistics; general alternatives

UR - http://eudml.org/doc/15110

ER -

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