Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity

DOI10.1214/009053605000000769zbMath1091.62033arXivmath/0605506OpenAlexW2030304038MaRDI QIDQ2493554

Bas J. M. Werker, Catherine Vermandele, Marc Hallin

Publication date: 21 June 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605506

zbMATH Keywords

signsrankswhite noisemaximal invariantgroup invariancemedian regressionmedian restrictionsHájek representation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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