首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Uniform asymptotic linearity in a regression parameter of a process based on a rank statistic
Authors:Alain Boulanger
Abstract:For X1, …, XN a random sample from a distribution F, let the process SδN(t) be defined as equation image where K2N = σNi=1(ci ? c?)2 equation image and R xi, + Δd, is the rank of Xi + Δdi, among X1 + Δd1, …, XN + ΔdN. The purpose of this note is to prove that, under certain regularity conditions on F and on the constants ci and di, SΔN (t) is asymptotically approximately a linear function of Δ, uniformly in t and in Δ, |Δ| ≤ C. The special case of two samples is considered.
Keywords:Brownian bridge  asymptotic linearity of rank statistic  Kolmogorov-Smirnov statistics
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号