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Asymptotic normality of multivariate linear rank statistics under general alternatives

James A. Koziol — 1979

Aplikace matematiky

Let X j , 1 j N , be independent random p -vectors with respective continuous cumulative distribution functions F j 1 j N . Define the p -vectors R j by setting R i j equal to the rank of X i j among X i j , ... , X i N , 1 i p , 1 j N . Let a ( N ) ( . ) denote a multivariate score function in R p , and put S = j = 1 N c j a ( 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...

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