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Edgeworth expansion for signed linear rank statistics with regression constants |
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| Authors: | Madan L Puri Munsup Seoh |
| Institution: | 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. |
| Keywords: | Primary 62G10 Secondary 60F05 Signed linear rank statistics Edgeworth expansions |
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