Weak Convergence of the Simple Linear Rank Statistic under Mixing Conditions in the Nonstationary Case

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Date

1993

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Theory of Probability & Its Applications

Permanent Link

https://hdl.handle.net/2022/22087

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.

Description

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.

Journal

DOI

https://doi.org/10.1137/1138039

Link(s) to data and video for this item

https://epubs.siam.org/doi/10.1137/1138039

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Article

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Madan Lal Puri Collection