Weak Convergence of the Simple Linear Rank Statistic under Mixing Conditions in the Nonstationary Case
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Theory of Probability & Its Applications
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Abstract
The asymptotic distribution theory of simple linear rank statistics for the case when the underlying random variables are nonstationary is studied both for the $\varphi $-mixing and strong mixing cases.
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Publisher's, offprint version
Keywords
weak convergence, linear rank statistics, empirical processes, ϕ-mixing, strong mixing
Citation
Puri, M. L. “Weak convergence of the simple linear rank statistic under mixing conditions in the nonstationary case.” Translation by SIAM, Theory of Probability and Its Applications (1993) Volume 38 Issue 3, 405-422. Co-author: Michel Harel.