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Weak convergence of the linear rank statistics under strong mixing conditions.

Authors :
Tabacu, Lucia
Source :
Statistics & Probability Letters. Jan2018, Vol. 132, p28-34. 7p.
Publication Year :
2018

Abstract

We obtain the asymptotic distribution of the linear rank statistics under weak dependence. We consider a sequence of strong mixing random vectors with unequal dimensions and show the asymptotic normality of the rank statistics based on overall ranking. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*STOCHASTIC convergence
*LINEAR systems
*MIXING
*MATHEMATICAL sequences
*MATHEMATICAL equivalence
*DIMENSIONS

Details

Language :
English
ISSN :
01677152
Volume :
132
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
125981638
Full Text :
https://doi.org/10.1016/j.spl.2017.09.001
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