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THE ASYMPTOTIC BEHAVIOR OF SIMPLE LINEAR RANK STATISTICS
Authors:Ronald J M M Does
Institution:*University of Limburg
Abstract:The concept of a simple linear rank statistic is essential in nonparametric theory. These statistics may be used for testing the null-hypothesis that all observations are independent and identically distributed against classes of alternatives indicated by the choice of regression constants and scores. Special cases are the two-sample Linear rank statistics and Spearman's rank correlation coefficient rho under the null-hypothesis of independence.
In this paper we shall give a survey of the asympotic distribution theory of simple linear rank statistics.
Keywords:simple linear rank statistics            asymptotic normality  Berry-Esseen theorems  Edge-worth expansions  distributionfree tests
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