一类非参数统计量的渐近正态性

Asymptotic Normality of a Class of Nonparametric Statistics

Econometric Theory · 1987
被引 4
人大 A-ABS 4

中文导读

证明了一类统计量的渐近正态性,这类统计量包括加权和、线性秩统计量、顺序统计量函数等,统一并推广了多个已知结果。

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.

非参数统计渐近正态性秩统计量次序统计量