Asymptotic distribution of rank statistics under dependencies with multivariate application

DOI10.1016/0047-259X(90)90045-JzbMath0716.62022OpenAlexW2027565306WikidataQ114684503 ScholiaQ114684503MaRDI QIDQ753322

Gerald L. Thompson

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90045-j

zbMATH Keywords

asymptotic normalitydependent random variablesscore functionchi-square limit distributionHotelling T-square testlinear rank statisticsone-sample multivariate location modelPitman alternativesrank transform statisticsigned rank statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Related Items (18)

Wald-type rank tests: a GEE approach ⋮ Rank statistics under dependent observations and applications to factorial designs ⋮ A unified approach to rank tests for mixed models ⋮ A Nonparametric Version of the Bartlett-Nanda-Pillai Multivariate Test. Asymptotics, Approximations, and Applications ⋮ Fuzzy linear regression using rank transform method ⋮ A nonparametric version of Wilks' lambda -- asymptotic results and small sample approximations ⋮ Nonparametric methods for unbalanced multivariate data and many factor levels ⋮ Unnamed Item ⋮ Nonparametric methods in multivariate factorial designs for large number of factor levels ⋮ Nonparametric methods in factorial designs ⋮ Nonparametric methods in multivariate factorial designs ⋮ Nonparametric Analysis of Ordered Categorical Data in Designs with Longitudinal Observations and Small Sample Sizes ⋮ Rank test for heteroscedastic functional data ⋮ Nonparametric procedures for partially paired data in two groups ⋮ How to compare small multivariate samples using nonparametric tests ⋮ Recent developments in high-dimensional inference for multivariate data: parametric, semiparametric and nonparametric approaches ⋮ Rank-score tests in factorial designs with repeated measures ⋮ Rates of convergence for linear rank statistics with dependent data

Cites Work

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• Asymptotic equivalence of statistical inference based on aligned ranks and on within-block ranks
• Rank order statistics for time series models
• Efficiencies of Interblock Rank Statistics for Repeated Measures Designs
• Efficacies of Rank-Transform Statistics in Two-Way Models with No Interaction
• A Robust Class of Tests and Estimates for Multivariate Location
• Rank Transformations as a Bridge Between Parametric and Nonparametric Statistics
• Multivariate signed rank statistics for shift alternatives
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Asymptotic distribution of simple linear rank statistics for testing symmetry

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