Some invariance principles for rank statistics for testing independence
From MaRDI portal
Publication:4769806
DOI10.1007/BF00532558zbMath0283.62043OpenAlexW2032551431MaRDI QIDQ4769806
Publication date: 1974
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00532558
Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Characterization and structure theory of statistical distributions (62E10)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Almost sure behaviour of U-statistics and von Mises differentiable statistical functions
- Sequential rank tests for location
- Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments
- On the centering of a simple linear rank statistic
- An almost sure invariance principle for multivariate Kolmogorov-Smirnov statistics
- Some Extensions of the Wald-Wolfowitz-Noether Theorem
- Asymptotic Sequential Tests for Regular Functionals of Distribution Functions
- Moments of Randomly Stopped Sums
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Some Concepts of Dependence
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- An Invariance Principle for Reversed Martingales
- Martingale Central Limit Theorems
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
- SOME NONPARAMETRIC SEQUENTIAL TESTS WITH POWER ONE
- Skorohod embedding of multivariate RV's, and the sample DF
- A NEW MEASURE OF RANK CORRELATION
- A Non-Parametric Test of Independence
- On the Distribution of the Expected Values of the Order Statistics
