WEAK INVARIANCE OF THE MULTIDIMENSIONAL RANK-STATISTIC FOR NONSTATIONARY ABSOLUTELY REGULAR PROCESSES

被引:2
作者
HAREL, M [1 ]
PURI, ML [1 ]
机构
[1] INDIANA UNIV,BLOOMINGTON,IN 47401
关键词
WEAK INVARIANCE; RANK STATISTICS; ABSOLUTELY REGULAR PROCESSES; NONSTATIONARY RANDOM VARIABLES; VARIATE NORMAL DISTRIBUTIONS;
D O I
10.1016/0047-259X(91)90058-A
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
In this paper, we study the weak invariance of the multidimensional rank statistic when the underlying random variables are nonstationary absolutely regular. © 1991.
引用
收藏
页码:204 / 221
页数:18
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