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Asymptotic Normality of a Class of Nonparametric Statistics

Published online by Cambridge University Press:  11 February 2009

Munsup Seoh  and
Madan L. Puri
Munsup Seoh
Affiliation:
Department of Mathematics and Statistics, Wright State University
Madan L. Puri
Affiliation:
Department of Mathematics, Indiana University
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Abstract

Asymptotic normality is established for a class of statistics which includes as special cases weighted sum of independent and identically distributed (i.i.d.) random variables, unsigned linear rank statistics, signed rank statistics, linear combination of functions of order statistics, and linear function of concomitants of order statistics. The results obtained unify as well as extend a number of known results.

Type
Research Article
Information
Econometric Theory , Volume 3 , Issue 3 , June 1987 , pp. 313 - 347
Copyright
Copyright © Cambridge University Press 1987

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