Department of Mathematics, Indiana University, Bloomington, IN 47405, USA;Department of Mathematics and Statistics, Wright State University, Dayton, OH 45435, USA
Abstract:
An Edgeworth expansion with remainder o(N?1) is obtained for signed linear rank statistics under suitable assumptions. The theorem is proved for a wide class of score generating functions including the Chi-quantile function by adapting van Zwet's methodand Does's conditioning arguments.