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

DOI10.1016/0378-3758(92)90048-WzbMath0759.60030OpenAlexW2092706050WikidataQ126528134 ScholiaQ126528134MaRDI QIDQ1200623

Michel Harel

Publication date: 16 January 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90048-w

zbMATH Keywords

rank statisticsregression constantsweak invariance theoremnonstationary absolutely regular triangular array

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Cites Work

• Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions
• Convergence of empirical processes of mixing rv's on \([0,1\)]
• Asymptotic normality of multivariate linear rank statistics in the non- i.i.d. case
• Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes
• Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
• Probability Inequalities for the Sum of Independent Random Variables
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Limiting behavior of one-sample rank-order statistics for absolutely regular processes
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