Abstract
We show that higher moments for simple linear rank statistics behave very much in the same way as in the case of partial sums of independent, identically distributed random variables. This estimate is applied to compute the asymptotic efficacy of R-estimators when it is defined by risk functions.
Original language | English (US) |
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Pages (from-to) | 269-284 |
Number of pages | 16 |
Journal | Journal of Statistical Planning and Inference |
Volume | 12 |
Issue number | C |
DOIs | |
State | Published - 1985 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics