Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes

In this paper, we study the weak invariance of the multidimensional rank statistic when the underlying random variables are nonstationary absolutely regular.

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Year of publication:	1991
Authors:	Harel, Michel ; Puri, Madan L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 36.1991, 2, p. 204-221
Publisher:	Elsevier
Keywords:	Weak invariance rank statistics absolutely regular processes nonstationary random variables

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221270