Linear rank statistics, finite sampling, permutation tests and Winsorizing

成果类型:
Article
署名作者:
Shorack, GR
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
发表日期:
1996
页码:
1371-1385
关键词:
摘要:
Asymptotic normality and a representation of all possible subsequential limiting distributions of a simple linear rank statistic are obtained. This is then applied to finite sampling and permutation teats for slope coefficients. The effects of Winsorizing in these situations are considered carefully. Of particular interest regarding slope coefficients is that either using normal score regression constants or Winsorizing slowly increasing numbers of the population values will guarantee asymptotic normality.