LIMITING BEHAVIOR OF ONE SAMPLE RANK ORDER-STATISTICS WITH UNBOUNDED SCORES FOR NONSTATIONARY ABSOLUTELY REGULAR PROCESSES

被引：1

作者：

HAREL, M

PURI, ML

机构：

[1] INST UNIV TECHNOL LIMOGES,F-87065 LIMOGES,FRANCE

[2] CNRS,UA 753,F-87065 LIMOGES,FRANCE

[3] INDIANA UNIV,DEPT MATH,BLOOMINGTON,IN 47405

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1991年 / 27卷 / 01期

关键词：

ABSOLUTELY REGULAR PROCESSES; STRONG MIXING; UNIFORM TOPOLOGY;

D O I：

10.1016/0378-3758(91)90078-S

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：

Harel and Puri (1989a) established the weak convergence of one sample rank order statistics for nonstationary absolutely regular processes with bounded scores by a generalization of the results of Yoshihara (1978) in the stationary case. This paper extends the results to the case when the score functions and regression constants are not necessarily bounded.

引用

页码：1 / 23

页数：23

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