Invariance principles for rank discounted partial sums and averages

DOI10.1007/BF00533469zbMath0362.60021OpenAlexW2024345896MaRDI QIDQ4136258

Pranab Kumar Sen

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1007/bf00533469

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Convergence of probability measures (60B10)

Related Items

Invariance principles in mathematical statistics ⋮ Limit theorems for generalized sequential rank statistics ⋮ A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues

Cites Work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• An invariance principle for linear combinations of order statistics
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