The Rate of Convergence of Simple Linear Rank Statistics Under Hypothesis and Alternatives
Open Access
- 1 July 1977
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 5 (4) , 658-670
- https://doi.org/10.1214/aos/1176343890
Abstract
Convergence rates for distributions of simple linear rank statistics are investigated. Both the null hypothesis and near alternatives are considered. The method of proof consists in approximating the characteristic function of the statistic by that of a sum of independent random variables and then applying standard tools.Keywords
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