Abstract
We prove the asymptotic normality of the two sample linear rank statistic when the independent samples arise from U-statistics with kernels of varying degree. The proof uses variance estimates of the empirical process of U-statistic structure and the continuity theorem in Denker and Rösler (1985b). This method also applies to other rank statistics. We give a sharp upper bound for the asymptotic efficacy of these statistics when the kernels are order preserving.
Original language | English (US) |
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Pages (from-to) | 89-110 |
Number of pages | 22 |
Journal | Journal of Statistical Planning and Inference |
Volume | 32 |
Issue number | 1 |
DOIs | |
State | Published - Jul 1992 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics