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Asymptotic normality of two-sample linear rank statistics under association
Institution:1. Departamento de Matemáticas, Universidad de Almería, La Cañada de San Urbano, Almería, Spain;2. Departamento de Análisis Matemático, Universidad de Granada, Granada, Spain;3. Dipartimento di Scienze dell''Economia, Università del Salento, Lecce, Italy;4. Grupo de Investigación de Análisis Matemático, Universidad de Almería, La Cañada de San Urbano, Almería, Spain;1. School of Astronautics, Beihang University, Beijing 100191, China;2. School of Civil and Environmental Engineering, University of New South Wales, Sydney, NSW 2052, Australia;1. Université de la Nouvelle-Calédonie, Institut des sciences exactes et appliquées, France;2. Université Paris Descartes, Sorbonne Paris Cité, Laboratoire MAP5 (UMR 8145), France;3. Université Paris-Est, LAMA (UMR 8050), UPEM, CNRS, UPEC, France
Abstract:We determine the asymptotic distribution of linear rank statistics for the nonparametric two-sample problem assuming a dependence structure of association within each of the two samples. It is shown that asymptotic normality holds under suitable summability conditions on the covariances of the observations.
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