Rank statistics under dependent observations and applications to factorial designs

Edgar Brunner, Manfred Heinz Denker

Research output: Contribution to journalArticlepeer-review

59 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)353-378
Number of pages26
JournalJournal of Statistical Planning and Inference
Volume42
Issue number3
DOIs
StatePublished - Jan 1 1994

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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