Lp nonuniform bounds for asymptotic normality of linear rank statistics
An Lp, 1 [less-than-or-equals, slant] p [less-than-or-equals, slant] [infinity], nonuniform central limit order bound O(N-1/2) for simple linear rank statistics is obtained. The theorem is proved for a wide class of scores including the van der Waerden scores and the Wilcoxon scores. It extends and improves some known results obtained in this direction.
Year of publication: |
1990
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Authors: | Wu, Tiee-Jian |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 4, p. 361-365
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Publisher: |
Elsevier |
Keywords: | Lp nonuniform central limit bounds simple linear rank statistics |
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