RANK STATISTICS UNDER DEPENDENT OBSERVATIONS AND APPLICATIONS TO FACTORIAL-DESIGNS

被引：55

作者：

BRUNNER, E ^{[1
]}

DENKER, M ^{[1
]}

机构：

[1] ABT MED STAT,D-37073 GOTTINGEN,GERMANY

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1994年 / 42卷 / 03期

关键词：

SIMPLE LINEAR RANK STATISTIC; SIGNED RANK STATISTIC; ASYMPTOTIC NORMALITY; CHERNOFF-SAVAGE THEOREM; REPEATED MEASUREMENT DESIGNS; UNBALANCED DESIGNS;

D O I：

10.1016/0378-3758(94)00002-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Rank statistics for multivariate designs of independent random vectors of varying dimension are shown to be asymptotically normal, even in case the dimensions tend to infinity. The asymptotic variance is estimated consistently. The result extends those by various other authors and applies to simple linear rank statistics as well as to signed rank statistics which can be handled as a special case of simple linear rank statistics under dependence.

引用

页码：353 / 378

页数：26

共 25 条

[21] ASYMPTOTIC-DISTRIBUTION OF RANK STATISTICS UNDER DEPENDENCIES WITH MULTIVARIATE APPLICATION [J].

THOMPSON, GL .

JOURNAL OF MULTIVARIATE ANALYSIS, 1990, 33 (02) :183-211

[22] A UNIFIED APPROACH TO RANK-TESTS FOR MULTIVARIATE AND REPEATED MEASURE DESIGNS [J].

THOMPSON, GL .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1991, 86 (414) :410-419

[23] EFFICACIES OF RANK-TRANSFORM STATISTICS IN 2-WAY MODELS WITH NO INTERACTION [J].

THOMPSON, GL ;

AMMANN, LP .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1989, 84 (405) :325-330

[24] EFFICIENCIES OF INTERBLOCK RANK STATISTICS FOR REPEATED MEASURES DESIGNS [J].

THOMPSON, GL ;

AMMANN, LP .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1990, 85 (410) :519-528

[25]

[No title captured]

← 1 2 3 →