L1 Rates of Convergence for Linear Rank Statistics

L1 Rates of Convergence for Linear Rank Statistics

This paper gives rates of convergence for the L1 distances between the distributions of standardized linear rank statistics and the standard normal random variable. These rates are O(N-1/2) under various conditions on the score function and the distributions of the underlying observations.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The Annals of statistics 1976-07, Vol.4 (4), p.771-774
Hauptverfasser: Erickson, R. V., Koul, H. L.
Format: Artikel
Sprache:eng
Schlagworte:
Mathematical constants
Mathematical theorems
Null hypothesis
Random variables
Short Communications
Statistical theories
Statistics
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:This paper gives rates of convergence for the L1 distances between the distributions of standardized linear rank statistics and the standard normal random variable. These rates are O(N-1/2) under various conditions on the score function and the distributions of the underlying observations.
ISSN:0090-5364
DOI:10.1214/aos/1176343549