TY - JOUR
T1 - Logarithmic quantile estimation for rank statistics
AU - Denker, Manfred
AU - Tabacu, Lucia
N1 - Funding Information:
The authors were supported by the National Science Foundation grant DMS-1008538.
Publisher Copyright:
Copyright © Grace Scientific Publishing, LLC.
PY - 2015/1/13
Y1 - 2015/1/13
N2 - We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary, the result extends to samples with ties and to the vector version of an almost sure (a.s.) central limit theorem for vectors of linear rank statistics. Moreover, we derive such a weak convergence result for some quadratic forms. These results are then applied to quantile estimation, and to hypothesis testing for nonparametric statistical designs, here demonstrated by the c-sample problem, where the samples may be dependent. In general, the method is known to be comparable to the bootstrap and other nonparametric methods (Thangavelu 2005; Fridline 2009), and we confirm this finding for the c-sample problem.
AB - We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary, the result extends to samples with ties and to the vector version of an almost sure (a.s.) central limit theorem for vectors of linear rank statistics. Moreover, we derive such a weak convergence result for some quadratic forms. These results are then applied to quantile estimation, and to hypothesis testing for nonparametric statistical designs, here demonstrated by the c-sample problem, where the samples may be dependent. In general, the method is known to be comparable to the bootstrap and other nonparametric methods (Thangavelu 2005; Fridline 2009), and we confirm this finding for the c-sample problem.
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U2 - 10.1080/15598608.2014.886312
DO - 10.1080/15598608.2014.886312
M3 - Article
AN - SCOPUS:84911008557
SN - 1559-8608
VL - 9
SP - 146
EP - 170
JO - Journal of Statistical Theory and Practice
JF - Journal of Statistical Theory and Practice
IS - 1
ER -