Limiting behavior of one-sample rank-order statistics for absolutely regular processes

DOI10.1007/BF00668453zbMath0361.62083MaRDI QIDQ4134772

Ken-ichi Yoshihara

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Inference from stochastic processes (62M99)

Related Items (6)

Absolute regularity and functions of Markov chains ⋮ Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes ⋮ Probability inequalities for sums of absolutely regular processes and their applications ⋮ Limiting behavior of U-statistics, V-statistics, and one sample rank order statistics for nonstationary absolutely regular processes ⋮ Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes ⋮ Identical mixing rates

Cites Work

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• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
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• The law of the iterated logarithm for stationary processes satisfying mixing conditions
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