Weak convergence of the linear rank statistics under strong mixing conditions

We obtain the asymptotic distribution of the linear rank statistics under weak dependence. We consider a sequence of strong mixing random vectors with unequal dimensions and show the asymptotic normality of the rank statistics based on overall ranking.

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Bibliographic Details
Published inStatistics & probability letters Vol. 132; pp. 28 - 34
Main Author Tabacu, Lucia
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.01.2018
Subjects
p-continuous
Rank statistics
Strong mixing
U-statistics
Weak convergence
Weak convergence
p-continuous
Rank statistics
Strong mixing
U-statistics
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Summary:We obtain the asymptotic distribution of the linear rank statistics under weak dependence. We consider a sequence of strong mixing random vectors with unequal dimensions and show the asymptotic normality of the rank statistics based on overall ranking.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2017.09.001